Pages that link to "Item:Q374905"

The following pages link to Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905):

Displaying 5 items.

• Further results on the \(h\)-test of Durbin for stable autoregressive processes (Q391625) (← links)
• Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
• The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
• Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
• The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432) (← links)