On a new test for autocorrelation in regression models under nonnormality

DOI10.1080/03610928908830001MaRDI QIDQ3473196zbMATH OpenOpenAlexFDO

Authors C. F. de Beer, Jan Swanepoel

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830001

zbMATH Keywords

bootstrapserial correlationregression modelbeta distributionnonparametricsignificance level

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Test for serial correlation in nonparametric regression models
• A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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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
• The Rank Version of von Neumann's Ratio Test for Randomness
• The Robustness Properties of Two Tests for Serial Correlation

Cited in

(7)

• Test for serial correlation in nonparametric regression models
• The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms
• A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Monte Carlo evaluation of asymptotic and bootstrap tests for residual autocorrelation
• A New Test for Autocorrelation in the Disturbances of the Dynamic Linear Regression Model
• Bootstrap tests for autocorrelation.
• The Error in Rejection Probability of Simple Autocorrelation Robust Tests

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