On the power of the durbin-watson test under high autocorrelation
From MaRDI portal
Publication:3473056
DOI10.1080/03610928908830130zbMath0696.62082OpenAlexW2136776134MaRDI QIDQ3473056
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830130
Related Items
The limiting power of the durbin-watson test, The limiting power of point optimal autocorrelation tests, The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions, HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION, ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX, POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION, The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
Cites Work