The locally unbiased two-sided Durbin-Watson test

DOI10.1016/0165-1765(91)90010-IMaRDI QIDQ2640308zbMATH OpenOpenAlexFDO

Authors Simone D. Grose, Maxwell L. King

Publication date 1991

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(91)90010-i

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cites work

• A point optimal test for autoregressive disturbances
• Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables
• scientific article; zbMATH DE number 3878183 (Why is no real title available?)
• scientific article; zbMATH DE number 4128271 (Why is no real title available?)
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• The Power of the Durbin-Watson Test

Cited in

(1)

• Nonparametric multivariate rank tests and their unbiasedness

Describes a project that uses

Uses Software

• AS 256
• AS 155

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