The Power of Tests for Autocorrelation with Missing Observations

• 1 May 1979
• journal article
• Published by JSTOR in Econometrica
• Vol. 47  (3) , 785
• https://doi.org/10.2307/1910426

Abstract

Keywords

• TESTS FOR AUTOCORRELATION
• POWER OF TESTS
• AUTOCORRELATION WITH MISSING OBSERVATIONS