The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835): Difference between revisions

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+The sensitivity of OLS when the variance matrix is (partially) unknown
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+Q5667897
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+Normal rank
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+Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
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+The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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+A point optimal test for autoregressive disturbances
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+Q4207502
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+Normal rank
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+The power of the Durbin-Watson test for regressions without an intercept
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+Finite sample power of linear regression autocorrelation tests
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+The limiting power of point optimal autocorrelation tests
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+On the power of the durbin-watson test under high autocorrelation
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