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

David Belsley

Computational Economics Software Archive from Kluwer Academic Publishers

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.

Language: Mathematica
Requires: Mathematica version 4.0
Date: 2001-02-26
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ftp://ftp.bc.edu/pub/user/belsley/mma/SerCor.nb Mathematica notebook (text/plain)
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ftp://ftp.bc.edu/pub/user/belsley/mma/Econometrics.m function library (text/plain)
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ftp://ftp.bc.edu/pub/user/belsley/mma/StatUtilities.m function library (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:cesofw:ce10.197

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