TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS

• 1 December 1957
• journal article
• research article
• Published by Oxford University Press (OUP) in Biometrika
• Vol. 44  (3-4) , 370-377
• https://doi.org/10.1093/biomet/44.3-4.370

Abstract

Keywords

• REGRESSION EQUATIONS
• SERIAL CORRELATION
• SYSTEMS OF SIMULTANEOUS
• CORRELATION IN SYSTEMS
• SIMULTANEOUS REGRESSION
• STATISTICS
• STOCHASTIC SERIES
• PROPERTIES
• EQUATIONS SUMMARY