Pages that link to "Item:Q1162778"

The following pages link to The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778):

Displayed 11 items.

• Finite sample power of linear regression autocorrelation tests (Q582781) ‎ (← links)
• A point optimal test for autoregressive disturbances (Q760995) ‎ (← links)
• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) ‎ (← links)
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) ‎ (← links)
• Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) ‎ (← links)
• The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) ‎ (← links)
• A new test for fourth-order autoregressive disturbances (Q2266339) ‎ (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) ‎ (← links)
• Higher order generalisation of first order autoregressive tests (Q3725397) ‎ (← links)
• The limiting power of point optimal autocorrelation tests (Q4275861) ‎ (← links)
• Ratio tests of a unit root (Q4541678) ‎ (← links)