Cited in
(14)- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
- Evaluating the density of ratios of noncentral quadratic forms in normal variables
- Nonnested testing for autocorrelation in the linear regression model
- Depth estimators and tests based on the likelihood principle with application to regression
- Linear models and time-series analysis. Regression, ANOVA, ARMA and GARCH
- A point optimal test for autoregressive disturbances
- A new test for fourth-order autoregressive disturbances
- Testing for autoregressive against moving average errors in the linear regression model
- AS 256
- AS 155
- Some diagnostic tools in robust econometrics
- Probabilistic-statistical programs from ``Applied Statistics
- Optimal testing for equicorrelated linear regression models
- Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics
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