scientific article; zbMATH DE number 3878183

zbMATH Open0551.62045MaRDI QIDQ3343264FDOQ3343264

Authors: Franz C. Palm, J. M. Sneek 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

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

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited In (11)

• 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
• Title not available (Why is that?)
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
• Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution

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