Pages that link to "Item:Q1067739"

The following pages link to The power of the Durbin-Watson test for regressions without an intercept (Q1067739):

Displaying 17 items.

• Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
• The power of unit root tests under local-to-finite variance errors (Q727839) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• On the robustness of the F-test to autocorrelation among disturbances (Q902663) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) (← links)
• The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
• On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
• ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)
• On the power of the durbin-watson test under high autocorrelation (Q3473056) (← links)
• Higher order generalisation of first order autoregressive tests (Q3725397) (← links)
• The limiting power of point optimal autocorrelation tests (Q4275861) (← links)
• The limiting power of the durbin-watson test (Q4541682) (← links)
• POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
• On the sensitivity of the restricted least squares estimators to covariance misspecification (Q5433619) (← links)
• HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION (Q6145546) (← links)