On the Small-Sample Power of Durbin's h Test

DOI10.2307/2285376zbMATH Open0309.62016OpenAlexW4213009557MaRDI QIDQ4067897FDOQ4067897

Authors: Soo-Bin Park 

Publication date: 1975

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2285376

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (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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