Testing for the Independence of Regression Disturbances
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Publication:5591985
DOI10.2307/1909244zbMATH Open0195.48704OpenAlexW1968764135MaRDI QIDQ5591985FDOQ5591985
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
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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