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.
MLA
Hannan, E. J., and R. D. Terrell. “Testing for Serial Correlation after Least Squares Regression.” Econometrica, vol. 36, .no 1, Econometric Society, 1968, pp. 133-150, https://www.jstor.org/stable/1909629
Chicago
Hannan, E. J., and R. D. Terrell. “Testing for Serial Correlation after Least Squares Regression.” Econometrica, 36, .no 1, (Econometric Society: 1968), 133-150. https://www.jstor.org/stable/1909629
APA
Hannan, E. J., & Terrell, R. D. (1968). Testing for Serial Correlation after Least Squares Regression. Econometrica, 36(1), 133-150. https://www.jstor.org/stable/1909629
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