scientific article; zbMATH DE number 3357848

Cited in

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Bias-adjusted estimation in the ARX(1) model
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
Linear unbiased approximators of the disturbances in the standard linear model
The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data
The power of four tests of autocorrelation in the linear regression model
Testing for functional misspecification in regression analysis
Generalized variance-ratio tests for serial correlation in multivariate regression models
A simple test for stable seasonality
The small-sample power of Durbin's \(h\) test revisited
Exact tests in single equation autoregressive distributed lag models
Robustness to nonnormality of the Durbin-Watson test for autocorrelation
A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
Model-free tests for series correlation in multivariate linear regression
Testing for correlation between traits under directional evolution
The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
Straight-line models in star-shaped mixtures
On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking
Einige Bemerkungen zum Durbin-Watson-Test
Further results on the h-test of Durbin for stable autoregressive processes
Structural inference for linear regression with autocorrelated errors
THE ET INTERVIEW: PROFESSOR MAX KING
Discrete distributions based on inter arrival times with application to football data
Testing for residual correlation of any order in the autoregressive process
The distribution of the maximum of a first order moving average: the continuous case
ON CONFIDENCE INTERVAL OF A COMMON AUTOCORRELATION COEFFICIENT FOR SEVERAL POPULATIONS IN MULTIVARIATE DATA WHEN THE ERRORS ARE AUTOCORRELATED
MODERATE DEVIATIONS FOR THE DURBIN-WATSON STATISTIC ASSOCIATED TO THE STABLE p-ORDER AUTOREGRESSIVE PROCESS
A pioneering study on discrete cosine transform
A diagnostic for autocorrelation of the disturbances in regression models
Irregularities inX(Y) fromY(X) in linear calibration
Rényi statistics for testing equality of autocorrelation coefficients
Invariant tests for covariance structures in multivariate linear model
Bootstrap tests for autocorrelation.
Identifying standards for postseason advancement: a case of the National Basketball Association
Folded bivariate distributions as models for magnitude correlation
Estimating trend from seasonal data: is daily, monthly or annual data best?
Empirical likelihood ratio test for autocorrelation in least squares regression
An empirical likelihood-based Portmanteau test for the autoregressive model regardless of its properties
A flexible and interpretable spatial covariance model for data on graphs
The exact density of the sum of independent skew normal random variables
Adaptive estimation for weakly dependent functional times series
The Durbin-Watson ratio under infinite-variance errors
A variable selection procedure for econometric models
A point optimal test for autoregressive disturbances
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
An extension of Anderson's multiple decision procedure
Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
Evaluating the density of ratios of noncentral quadratic forms in normal variables

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