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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

Author

Listed:
  • Dubbelman, C.
  • Abrahamse, A. P. J.
  • Louter, A. S.

Abstract

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Suggested Citation

  • Dubbelman, C. & Abrahamse, A. P. J. & Louter, A. S., 1976. "On typical characteristics of economic time series and the relative qualities of five autocorrelation tests," Econometric Institute Archives 272128, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272128
    DOI: 10.22004/ag.econ.272128
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    References listed on IDEAS

    as
    1. L'Esperance, Wilford L. & Taylor, Daniel, 1975. "The power of four tests of autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 3(1), pages 1-21, February.
    2. Dubbelman, C., 1972. "A priori fixed covariance matrices of disturbance estimators," European Economic Review, Elsevier, vol. 3(4), pages 413-436, December.
    3. Sato, Ryuzo, 1970. "The Estimation of Biased Technical Progress and the Production Function," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(2), pages 179-208, June.
    Full references (including those not matched with items on IDEAS)

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