Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates
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References listed on IDEAS
- Farebrother, R W, 1980. "The Durbin-Watson Test for Serial Correlation When There Is No Intercept in the Regression," Econometrica, Econometric Society, vol. 48(6), pages 1553-1563, September.
- Savin, N Eugene & White, Kenneth J, 1977. "The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors," Econometrica, Econometric Society, vol. 45(8), pages 1989-1996, November.
- Dubbelman, C. & Louter, A. S. & Abrahamse, A. P. J., 1978. "On typical characteristics of economic time series and the relative qualities of five autocorrelation tests," Journal of Econometrics, Elsevier, vol. 8(3), pages 295-306, December.
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KeywordsAutocorrelatie; Coefficienten; Economie; Kwadratische vormen; Regressieanalyse;
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