scientific article; zbMATH DE number 3878183

MaRDI QIDQ3343264zbMATH OpenFDO

Authors Franz C. Palm, J. M. Sneek

Publication date 1984

zbMATH Keywords

exact significance levelautocorrelated disturbancesDurbin-Watson testF-statisticspurious regressionsexact size of the significance tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(11)

• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
• On the robustness of the F-test to autocorrelation among disturbances
• Nonnested testing for autocorrelation in the linear regression model
• Bootstrap tests for autocorrelation.
• Understanding nonsense correlation between (independent) random walks in finite samples
• Conditional VaR estimation using Pearson's type IV distribution
• Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable
• The locally unbiased two-sided Durbin-Watson test
• Optimal testing for equicorrelated linear regression models
• scientific article; zbMATH DE number 3878201 (Why is no real title available?)
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics

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