Testing for serial correlation in regression when bounds-test is inconclusive
Citation:
MJ Harrison, 'Testing for serial correlation in regression when bounds-test is inconclusive', Economic and Social Research Institute, Economic and Social Review, Vol.4 (Issue 1), 1972, 1972, pp41-57Download Item:
Abstract:
Whenever least squares regression is used, to analyse economic time series, or cross-section data, the possibility of serially correlated disturbances presents a serious problem. It is, therefore, of considerable importance to be able to test for the presence of serial correlation amongst regression residuals.
Author: Harrison, MJ
Publisher:
Economic & Social StudiesType of material:
Journal ArticleCollections
Series/Report no:
Economic and Social ReviewVol.4 (Issue 1), 1972
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Full text availableKeywords:
Regression, Bounds-TestISSN:
0012-9984Metadata
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