The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives

DOI10.2307/2286854zbMATH Open0337.62059OpenAlexW4244666149MaRDI QIDQ4105134FDOQ4105134

V. Kerry Smith

Publication date: 1976

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

Full work available at URL: https://doi.org/10.2307/2286854

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 (2)

• Testing for autoregressive against moving average errors in the linear regression model
• The Durbin-Watson test and cross-sectional data

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