Pages that link to "Item:Q1218703"
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The following pages link to 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 (Q1218703):
Displaying 4 items.
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables (Q374905) (← links)
- Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
- The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
- Testing autocorrelation in a system perspective testing autocorrelation (Q4935451) (← links)