| dc.contributor.author | Harrison, MJ | |
| dc.date.accessioned | 2014-04-24T15:52:59Z | |
| dc.date.available | 2014-04-24T15:52:59Z | |
| dc.date.issued | 1972 | |
| dc.identifier.citation | MJ Harrison, 'Testing for serial correlation in regression when bounds-test is inconclusive', Economic and Social Research Institute, Economic and Social Review, Vol.4 (Issue 1), 1972, 1972, pp41-57 | |
| dc.identifier.issn | 0012-9984 | |
| dc.identifier.uri | http://hdl.handle.net/2262/69000 | |
| dc.description.abstract | Whenever least squares regression is used, to analyse economic time series, or cross-section data, the possibility of serially correlated disturbances presents a serious problem. It is, therefore, of considerable importance to be able to test for the presence of serial correlation amongst regression residuals. | |
| dc.language.iso | en | |
| dc.publisher | Economic & Social Studies | |
| dc.relation.ispartofseries | Economic and Social Review | |
| dc.relation.ispartofseries | Vol.4 (Issue 1), 1972 | |
| dc.subject | Regression | |
| dc.subject | Bounds-Test | |
| dc.title | Testing for serial correlation in regression when bounds-test is inconclusive | |
| dc.type | Journal Article | |
| dc.status.refereed | Yes | |
| dc.publisher.place | DUBLIN | |
| dc.rights.ecaccessrights | OpenAccess | |
| dc.format.extentpagination | pp41-57 | |
