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The limiting power of autocorrelation tests in regression models with linear restrictions

Alan T. K. Wan

Publication Data

Title The limiting power of autocorrelation tests in regression models with linear restrictions
Author Alan T. K. Wan
Contributors Anurag N. Banerjee, Guohua Zou, Guohua Zou
Publisher Department of Economics, University of Southampton
Publication date 2004
Publication location Southampton
Language English

Topics

Analysis of variance
Autocorrelation (Statistics)
Regression analysis

Catalogue Data

OBNB ID GBA451705
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 10 p.
P1042 Includes bibliographical references.

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The limiting power of autocorrelation tests in regression models with linear restrictions by Alan T. K. Wan. Published by Department of Economics, University of Southampton in 2004. Publication and catalogue information, links to buy online and reader comments.