The power of four tests of autocorrelation in the linear regression model

DOI10.1016/0304-4076(75)90062-7zbMath0294.62111OpenAlexW2058789088MaRDI QIDQ1212772

Wilford L. L'Esperance, Daniel J. Taylor

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90062-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items (3)

On typical characteristics of economic time series and the relative qualities of five autocorrelation tests ⋮ A note on the power of the durbin-watson test with 2SLS ⋮ Abrahamse and Koerts' `new estimator' of disturbances in regression analysis

Cites Work

• Testing the Independence of Regression Disturbances
• Computing the distribution of quadratic forms in normal variables
• Some Further Notes on Disturbance Estimates in Regression Analysis
• Simultaneous minimization of the error probabilities in a statistical test: An economic example
• New Estimators of Disturbances in Regression Analysis
• On a new test for autocorrelation in least squares regression
• A new class of disturbance estimators in the general linear model
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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