TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

George E. P. Box, David A. Pierce · Journal of the American Statistical Association · 1970 · 2.2K citations

Computing, Economics, Econometrics +15

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

George E. P. Box, David A. Pierce · Journal of the American Statistical Association · 1970 · 2K citations

Computing, Economics, Econometrics +15

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

J. Durbin · Econometrica · 1970 · 1.2K citations

Social Sciences, Economics, Econometrics +16

Maximum-Likelihood Estimation of Parameters Subject to Restraints

J. Aitchison, S. D. Silvey · The Annals of Mathematical Statistics · 1958 · 595 citations · Full text

Natural Sciences, Mathematics, Econometrics +16

The Lagrangian Multiplier Test

S. D. Silvey · The Annals of Mathematical Statistics · 1959 · 443 citations · Full text

Natural Sciences, Mathematics, Optimization +5