Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jan, 1978, Volume 46, Issue 1

Testing for Autocorrelation with Missing Observations<59:TFAWMO>2.0.CO;2-N
p. 59-67

Kenneth J. White, N. E. Savin

This paper considers procedures for testing for autocorrelation when there are missing observations on both the dependent and explanatory variables. These procedures include Durbin-Watson type tests given the vector of residuals, tests based on a set of uncorrelated residuals, and large sample likelihood ratio and Wald tests.

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