On Durbin's and Sims' Residuals in Autocorrelation Tests

• 1 November 1978
• journal article
• Published by JSTOR in Econometrica
• Vol. 46  (6) , 1489
• https://doi.org/10.2307/1913841

Abstract

Keywords

• DURBIN'S AND SIMS
• RESIDUALS IN AUTOCORRELATION TESTS