The Power of the Durbin-Watson Test
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Publication:4085075
DOI10.2307/1911337zbMath0322.62027OpenAlexW2033983587MaRDI QIDQ4085075
Publication date: 1975
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911337
Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical tables (62Q05)
Related Items (14)
The limiting power of the durbin-watson test ⋮ The locally unbiased two-sided Durbin-Watson test ⋮ On the power of the durbin-watson test under high autocorrelation ⋮ MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS ⋮ Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear ⋮ Further results on the \(h\)-test of Durbin for stable autoregressive processes ⋮ ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX ⋮ POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION ⋮ Finite sample power of linear regression autocorrelation tests ⋮ The sensitivity of OLS when the variance matrix is (partially) unknown ⋮ A point optimal test for autoregressive disturbances ⋮ A note on Cochrane-Orcutt estimation ⋮ The power of the Durbin-Watson test when the errors are heteroscedastic ⋮ The power of the Durbin-Watson test for regressions without an intercept
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