A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap
DOI10.1080/00949658908811188zbMATH Open0726.62152OpenAlexW2022131620MaRDI QIDQ3350583FDOQ3350583
Authors: C. F. de Beer, Jan Swanepoel 
Publication date: 1989
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658908811188
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Cites Work
- Bootstrap methods: another look at the jackknife
- Distribution of the Ratio of the Mean Square Successive Difference to the Variance
- A note on proving that the (modified) bootstrap works
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance
- The Robustness Properties of Two Tests for Serial Correlation
Cited In (3)
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