算法AS 279:计算回归中广义德宾-沃森统计量和残差自相关的p值
Algorithm AS 279: Computing p-Values for the Generalized Durbin-Watson Statistic and Residual Autocorrelations in Regression
Journal of the Royal Statistical Society. Series C: Applied Statistics · 1993
被引 6
ABS 3
- Robert Kohn
- Thomas S. Shively
- Craig F. Ansley
计量经济学回归分析统计计算时间序列