The small-sample power of Durbin's h test revisited
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Publication:1361560
DOI10.1016/0167-9473(92)00061-UzbMATH Open0937.62530MaRDI QIDQ1361560FDOQ1361560
Authors: Robert K. Rayner 
Publication date: 31 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On bootstrapping two-stage least-squares estimates in stationary linear models
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Title not available (Why is that?)
- 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
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
- Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables
- On the Small-Sample Power of Durbin's h Test
- Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
- Title not available (Why is that?)
- A Note on Serial Correlation Bias in Estimates of Distributed Lags
Cited In (5)
- Detecting treatment effects with small samples: the power of some tests under the randomization model
- A Small Sample Correction of the Dickey–Fuller Test
- Small-sample study of the use of mid-ppower divergence goodness-of-fit tests
- Applied regression analysis bibliography update 1994-97
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
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