TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

Linear Statistical Inference and its Applications

1973 • 10,599 citations

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

1970 • 2,117 citations

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

1970 • 1,179 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

The Lagrangian Multiplier Test

1959 • 441 citations

An efficient two-step estimator for the dynamic adjustment model with autoregressive errors

1974 • 217 citations

Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

1972 • 177 citations

Maximum-Likelihood Estimation Procedures and Associated Tests of Significance

1960 • 138 citations

An Introduction to Linear Statistical Models. Volume 1.

1963 • 27 citations

Testing for autocorrelation in the autoregressive moving average error model

1973 • 8 citations

A GENERALIZATION OF THE DURBIN‐WATSON TEST*

1972 • 4 citations