The small-sample power of Durbin's h test revisited

DOI10.1016/0167-9473(92)00061-UMaRDI QIDQ1361560zbMATH OpenFDO

Authors Robert K. Rayner

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(92)00061-U

zbMATH Keywords

serial correlationsimulationsize-adjusted power

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A Note on Serial Correlation Bias in Estimates of Distributed Lags
• Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
• scientific article; zbMATH DE number 3276280 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• scientific article; zbMATH DE number 3357848 (Why is no real title available?)
• scientific article; zbMATH DE number 3059918 (Why is no real title available?)
• On bootstrapping two-stage least-squares estimates in stationary linear models
• On the Small-Sample Power of Durbin's h Test
• Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
• 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

Cited in

(6)

• The relative power of zero-padding when testing for serial correlation using artificial regressions
• Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
• Detecting treatment effects with small samples: the power of some tests under the randomization model
• Applied regression analysis bibliography update 1994-97
• Small-sample study of the use of mid-ppower divergence goodness-of-fit tests
• A Small Sample Correction of the Dickey–Fuller Test

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