Robustness to nonnormality of the Durbin-Watson test for autocorrelation

DOI10.1016/0304-4076(93)90061-9MaRDI QIDQ1801413zbMATH OpenOpenAlexFDO

Authors Mukhtar M. Ali, S. C. Sharma

Publication date 18 July 1993

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

Full work available at URL https://doi.org/10.1016/0304-4076(93)90061-9

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(2)

• Dynamic pricing using flexible heterogeneous sales response models
• A nonparametric test for deviation from randomness with applications to stock market index data

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