TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES

DOI10.1111/j.1467-842X.1983.tb01193.xzbMath0505.62054OpenAlexW2039712062MaRDI QIDQ4742173

Maxwell L. King

Publication date: 1983

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1983.tb01193.x

zbMATH Keywords

tablesDurbin-Watson testempirical comparison of powerslocally optimal procedurestesting for first order moving average disturbances

Mathematics Subject Classification ID

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

Related Items (5)

Joint one-sided tests of linear regression coefficients ⋮ Higher order generalisation of first order autoregressive tests ⋮ POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS ⋮ A joint test for serial correlation and heteroscedasticity ⋮ The Durbin-Watson test and cross-sectional data

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