EconPapers    
Economics at your fingertips  
 

Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression

Robert Kohn (), Thomas S. Shively and Craig F. Ansley

Journal of the Royal Statistical Society Series C, 1993, vol. 42, issue 1, 249-258

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.2307/2347430

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:42:y:1993:i:1:p:249-258

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9876

Access Statistics for this article

Journal of the Royal Statistical Society Series C is currently edited by R. Chandler and P. W. F. Smith

More articles in Journal of the Royal Statistical Society Series C from Royal Statistical Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-19
Handle: RePEc:bla:jorssc:v:42:y:1993:i:1:p:249-258