A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap

DOI10.1080/00949658908811188MaRDI QIDQ3350583zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapserial correlationregression modelfirst-order autoregressive modelsignificance level

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Recommendations

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• On a new test for autocorrelation in regression models under nonnormality
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Cites work

• A note on proving that the (modified) bootstrap works
• Bootstrap methods: another look at the jackknife
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• The Robustness Properties of Two Tests for Serial Correlation

Cited in

(4)

• Bootstrap tests for autocorrelation.
• scientific article; zbMATH DE number 4034883 (Why is no real title available?)
• Monte Carlo evaluation of asymptotic and bootstrap tests for residual autocorrelation
• On a new test for autocorrelation in regression models under nonnormality

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