Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905): Difference between revisions

@@ Property / author @@
-Brett A. Inder
@@ Property / author: Brett A. Inder / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
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@@ Property / zbMATH DE Number @@
+6218885
@@ Property / zbMATH DE Number: 6218885 / rank @@
+Normal rank
@@ Property / author @@
+Brett A. Inder
@@ Property / author: Brett A. Inder / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1765(84)90080-6
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@@ Property / OpenAlex ID @@
+W2021388667
@@ Property / OpenAlex ID: W2021388667 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5799101
@@ Property / cites work: Q5799101 / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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@@ Property / cites work @@
+Q3664270
@@ Property / cites work: Q3664270 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables
+Normal rank
@@ Property / cites work @@
+Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
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@@ Property / cites work @@
+On the Small-Sample Power of Durbin's h Test
@@ Property / cites work: On the Small-Sample Power of Durbin's h Test / rank @@
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@@ Property / cites work @@
+The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
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@@ links / mardi / name / links / mardi / name @@
+Publication:374905