Pages that link to "Item:Q1067739"
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The following pages link to The power of the Durbin-Watson test for regressions without an intercept (Q1067739):
Displayed 11 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
- The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
- On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
- On the power of the durbin-watson test under high autocorrelation (Q3473056) (← links)
- Higher order generalisation of first order autoregressive tests (Q3725397) (← links)
- The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
- The limiting power of the durbin-watson test (Q4541682) (← links)
- On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)