Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions
收藏NBER1990-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0092
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资源简介：
This paper derives the asymptotic distribution for a vector of sample autocorrelations of regression residuals from a quite general linear model. The asymptotic distribution forms the basis for a test of the null hypothesis that the regression error follows a moving average of order q [greaterthan
提供机构：
美国国家经济研究局
创建时间：
1990-10-01
