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, 1968, Volume 36, Issue 1

Testing for Serial Correlation after Least Squares Regression<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.

Log In To View Full Content