References
- Bhandary, M. (2005). Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated. Statistics and Probability Letters, Vol. 73, 333–342. doi: 10.1016/j.spl.2005.04.009
- Bhandary, M. and Doetkott, C. (2013). Test for the equality of autocorrelation coefficients for several populations in multivariate data when the errors are autocorrelated. Submitted.
- Cochrane, D. and Orcutt, G.H. (1949). Application of Least-Squares Regressions to Relationships Containing Auto-correlated error terms. Journal of the American Statistical Association, Vol. 44, 32–61.
- Durbin, J. and Watson, G.S. (1950). Testing for Serial Correlation in Least Squares Regression: I. Biometrika, Vol. 37, 409–428.
- Durbin, J. and Watson, G.S. (1951). Testing for Serial Correlation in Least Squares Regression: II. Biometrika, Vol. 38, 159–178. doi: 10.1093/biomet/38.1-2.159
- Durbin, J. and Watson, G.S. (1971). Testing for Serial Correlation in Least Squares Regression: III. Biometrika, Vol. 58, 1–19.
- Hand, D.J., Daly, F., Lunn, A.D., McConway, K.J., and Ostrowski, E., (1994). A Handbook of Small Data Sets. London: Chapman & Hall.
- Morrison, D.F. (1983). Applied Linear Statistical Methods. Prentice-Hall, Inc.