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On A New Test For Autocorrelation In Least-Squares Regression

Author

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  • Abrahamse, A. P. J.
  • Louter, A. S.

Abstract

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Suggested Citation

  • Abrahamse, A. P. J. & Louter, A. S., 1969. "On A New Test For Autocorrelation In Least-Squares Regression," Econometric Institute Archives 272030, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272030
    DOI: 10.22004/ag.econ.272030
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    References listed on IDEAS

    as
    1. Koerts, J. & Vorst, J. I., 1967. "Some Further Notes On Disturbance Estimates With A Scalar Covariance Matrix," Econometric Institute Archives 272020, Erasmus University Rotterdam.
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