On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

DOI10.1016/0304-4076(78)90049-0zbMath0436.62078OpenAlexW2000721611MaRDI QIDQ1140952

C. Dubbelman, A. S. Louter, A. P. J. Abrahamse

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272128/files/erasmus068.pdf

zbMATH Keywords

linear modeleconomic time seriesautocorrelation testspower calculations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

Ratio tests of a unit root ⋮ On typical characteristics of economic time series and the relative qualities of five autocorrelation tests ⋮ The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic ⋮ Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables ⋮ Robustness to nonnormality of the Durbin-Watson test for autocorrelation ⋮ Bias-adjusted estimation in the ARX(1) model ⋮ Linear unbiased approximators of the disturbances in the standard linear model

Cites Work

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• On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
• The power of four tests of autocorrelation in the linear regression model
• A Note on Exact Tests for Serial Correlation
• New Estimators of Disturbances in Regression Analysis
• On a new test for autocorrelation in least squares regression
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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