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The exact distribution of R2 when the regression distur- bances are autocorrelated
Authors
M.L. Carrodus
D.E.A. Giles
Citation
M.L. Carrodus et D.E.A. Giles, The exact distribution of R2 when the regression distur- bances are autocorrelated, Economics letters, 38(04), 1992, pp. 375
Journal title
Economics letters
→
ACNP
ISSN journal
01651765
Volume
38
Issue
04
Year of publication
1992
Database
ICR
SICI code
0165-1765(1992)38:04<375:TEDORW>2.0.ZU;2-P