Testing the Independence of Regression Disturbances
作者： Henri Theil , A. L. Nagar
DOI: 10.1007/978-94-011-2546-8_26
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摘要: Abstract This article deals with the distribution of Von Neumann ratio least-squares estimated regression disturbances. is approximated by a beta under condition that behaviour explanatory variables over time sufficiently smooth. Two examples are presented, together table containing 1 and 5 per cent significance limits for number observations ranging from 15 to 100 coefficients adjusted 2 6.
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