A New Test For Autocorrelation in the Disturbances of the Dynamic Linear Regression Model

Brett A. Inder

No 266961, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Keywords: Research and Development/Tech Change/Emerging Technologies; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 25
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/266961/files/monash-084.pdf (application/pdf)
https://ageconsearch.umn.edu/record/266961/files/monash-084.pdf?subformat=pdfa (application/pdf)

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:ags:monebs:266961

DOI: 10.22004/ag.econ.266961

Access Statistics for this paper

More papers in Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().