An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables

Autor:	Inder, Brett
Zdroj:	Econometric Theory, 1986 Dec 01. 2(3), 413-428.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/3532319 Zobrazit plný text záznamu