The Inappropriate use of Serial Correlation Tests in Dynamic Linear Models
- 1 February 1990
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 72 (1) , 126
- https://doi.org/10.2307/2109747
Abstract
A survey of several economic journals reveals that very often the Durbin-Watson and the portmanteau (Box-Pierce or Ljung-Box) tests are inappropriately applied ...Keywords
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