The locally unbiased two-sided Durbin-Watson test
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Publication:2640308
DOI10.1016/0165-1765(91)90010-IzbMath0719.62525MaRDI QIDQ2640308
Maxwell L. King, Simone D. Grose
Publication date: 1991
Published in: Economics Letters (Search for Journal in Brave)
62J05: Linear regression; mixed models
Uses Software
Cites Work
- A point optimal test for autoregressive disturbances
- Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables
- SERIAL CORRELATION IN REGRESSION ANALYSIS. I
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
- The Power of the Durbin-Watson Test
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