Testing for the Independence of Regression Disturbances

DOI10.2307/1909244MaRDI QIDQ5591985zbMATH OpenOpenAlexFDO

Authors K. R. Kadiyala

Publication date 1970

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909244

zbMATH Keywords

statistics

Cited in

(11)

• The limiting power of point optimal autocorrelation tests
• Efficient tests for unit roots with prediction errors
• Leverage, influence and residuals in regression models when observations are correlated
• A Viable Alternative to Resorting to Statistical Tables
• Linear unbiased approximators of the disturbances in the standard linear model
• Power properties of invariant tests for spatial autocorrelation in linear regression
• On Approximating the Distribution of the Durbin-Watson Statistic from its Moments Obtained Recursively
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
• Leverages and influential observations in a regression model with autocorrelated errors
• Uncorrelated residuals from linear models
• On the power of invariant tests for hypotheses on a covariance matrix

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