AS 153

MaRDI QIDQ39647swMATHFDO

Official website https://www.jstor.org/stable/2986316?origin=crossref&seq=1#page_scan_tab_contents

Described by source

• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic

Cited in

(14)

• Testing for autoregressive against moving average errors in the linear regression model
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• Nonnested testing for autocorrelation in the linear regression model
• Optimal testing for equicorrelated linear regression models
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• A new test for fourth-order autoregressive disturbances
• AS 256
• Some diagnostic tools in robust econometrics
• Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH
• AS 155
• Depth estimators and tests based on the likelihood principle with application to regression
• A point optimal test for autoregressive disturbances
• Probabilistic-statistical programs from ``Applied Statistics
• Evaluating the density of ratios of noncentral quadratic forms in normal variables

This page was built for software: AS 153