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SERCOR: Mathematica module for testing for gth order serial correlation in regression

Author

Listed:
  • David A. Belsley

    () (Boston College)

Abstract

This module accompanies the Computational Economics article "A Small-Sample Correction for Testing for g-th Order Serial Correlation with Artificial Regressions," 1997, 10, 197-229.

Suggested Citation

  • David A. Belsley, 2001. "SERCOR: Mathematica module for testing for gth order serial correlation in regression," Computational Economics Software Archive CE10.197, Kluwer Academic Publishers.
  • Handle: RePEc:sce:cesofw:ce10.197
    as

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    File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/SerCor.nb
    File Function: Mathematica notebook
    Download Restriction: no

    File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/Econometrics.m
    File Function: function library
    Download Restriction: no

    File URL: ftp://ftp.bc.edu/pub/user/belsley/mma/StatUtilities.m
    File Function: function library
    Download Restriction: no

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