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GENSERCOR: Mathematica module for testing for joint serial correlation in regression

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Author Info
David A. Belsley () (Boston College)

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Abstract

This module accompanies the Computational Economics article "A Small-Sample Correction for Testing for Joint Serial Correlation with Artificial Regressions," 2000, 16, 5-45.

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File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/GenSerCor.nb
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File Function: Mathematica notebook
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File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/Econometrics.m
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File Function: function library
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File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/StatUtilities.m
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Publisher Info
Software component provided by Kluwer Academic Publishers in its series Computational Economics Software Archive with number CE16.5.

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Programming language: Mathematica
Requires: Mathematica version 4.0
Date of creation: 26 Feb 2001
Date of revision:
Handle: RePEc:sce:cesofw:ce16.5

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Postal: P.O. Box 17, 3300 AA Dordrecht, the Netherlands
Web page: http://www.wkap.nl/journals/computational_econ
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For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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This page was last updated on 2008-7-4.

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