Econometrica: Jan 1978, Volume 46, Issue 1
Testing for Autocorrelation with Missing Observations
Kenneth J. White, N. E. SavinThis paper considers procedures for testing for autocorrelation when there are missing observations on both the dependent and explanatory variables. These procedures include Durbin-Watson type tests given the vector of residuals, tests based on a set of uncorrelated residuals, and large sample likelihood ratio and Wald tests.
Log In To View Full Content