EconPapers    
Economics at your fingertips  
 

Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrrelation is present

Maxwell King

Journal of Econometrics, 1989, vol. 41, issue 3, 285-301

Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(89)90063-8
Full text for ScienceDirect subscribers only

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:eee:econom:v:41:y:1989:i:3:p:285-301

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:econom:v:41:y:1989:i:3:p:285-301