The Review of Economics and Statistics · 1975 · 23 citations · 3 references
Social SciencesBiostatisticsEconometricsPsychometricsTime Series AnalysisDependence ModelingStructural Equation ModelingTime Series ModelingDurbin-watson TestLag SpecificationLagged Dependent Variable ModelsSerial CorrelationSerial Correlation TestingSerial DependenceTime Lag Analysis
3
A Note on Serial Correlation Bias in Estimates of Distributed Lags
Zvi Griliches · Econometrica · 1961 · 194 citations
Computing, Economics, Econometrics +10
Use of the Durbin-Watson Statistic in Inappropriate Situations
Marc Nerlove, Kenneth F. Wallis · Econometrica · 1966 · 194 citations