Econometrica: Jan 1968, Volume 36, Issue 1
Testing for Serial Correlation after Least Squares Regression
E. J. Hannan, R. D. TerrellFourier 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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