Econometrica: Jan 1968, Volume 36, Issue 1

Testing for Serial Correlation after Least Squares Regression

https://doi.org/0012-9682(196801)36:1<133:TFSCAL>2.0.CO;2-W
p. 133-150

E. J. Hannan, R. D. Terrell

Fourier methods are used to investigate tests for the significance of the residuals from a regression (including an autoregression). Attention is concentrated on the relevant case where the exogenous variables in the regression have spectra concentrated at the origin of frequencies.

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