On the Small-Sample Power of Durbin's h Test
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Publication:4067897
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(6)- Further results on the h-test of Durbin for stable autoregressive processes
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors
- Testing for residual correlation of any order in the autoregressive process
- The small-sample power of Durbin's \(h\) test revisited
- Moderate deviations of functional of Markov Processes
- Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
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