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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations
Published online by Cambridge University Press: 11 February 2009
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- Copyright © Cambridge University Press 1997
References
REFERENCES
Savin, N.E. & White, K.J. (1978) Testing for autocorrelation with missing observations. Econometrica 46, 59–67.CrossRefGoogle Scholar
Shively, T.S. (1993) Testing for autoregressive disturbances in a time series regression with missing observations. Journal of Econometrics 57, 233–255.CrossRefGoogle Scholar
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