A point optimal test for autoregressive disturbances
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Publication:760995
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Cites work
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- scientific article; zbMATH DE number 3357848 (Why is no real title available?)
- scientific article; zbMATH DE number 3401978 (Why is no real title available?)
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- Robust tests for spherical symmetry and their application to least squares regression
- SERIAL CORRELATION IN REGRESSION ANALYSIS. I
- Serial correlation and distributions on the shere
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
- Testing the Independence of Regression Disturbances
- The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
- The Power of the Durbin-Watson Test
- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
Cited in
(29)- The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
- A Bayesian note on competing correlation structures in the dynamic linear regression model
- Testing for autoregressive disturbances in a time series regression with missing observations
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- A new approximate point optimal test of a composite null hypothesis
- The Class of Models for Which the Durbin-Watson Test is Locally Optimal
- The locally unbiased two-sided Durbin-Watson test
- AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL
- A new test for fourth-order autoregressive disturbances
- Finite sample power of linear regression autocorrelation tests
- Bias-adjusted estimation in the ARX(1) model
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
- The limiting power of point optimal autocorrelation tests
- The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
- On the power of invariant tests for hypotheses on a covariance matrix
- Testing for a slowly changing level with special reference to stochastic volatility
- A joint test for serial correlation and heteroscedasticity
- The Durbin-Watson test and cross-sectional data
- Testing for autocorrelation in the presence of lagged dependent variables
- IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
- The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors
- scientific article; zbMATH DE number 4184659 (Why is no real title available?)
- Hypothesis testing based on a vector of statistics
- scientific article; zbMATH DE number 815751 (Why is no real title available?)
- Joint one-sided tests of linear regression coefficients
- Higher order generalisation of first order autoregressive tests
- Point optimal tests of the null hypothesis of cointegration
- On the sensitivity of the restricted least squares estimators to covariance misspecification
- Ratio tests of a unit root
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