A note on the power of the durbin-watson test with 2SLS

DOI10.1080/00949657808810218zbMath0376.62053OpenAlexW2131808988MaRDI QIDQ4153488

V. Kerry Smith

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810218

Mathematics Subject Classification ID

Design of statistical experiments (62K99)

Cites Work

• The power of four tests of autocorrelation in the linear regression model
• Alternative tests for a first-order vector autoregressive error specification
• Continued fraction solution of the Riccati equation in a Banach algebra
• A Note on the Generation of Random Normal Deviates
• The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
• Unnamed Item

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