Pages that link to "Item:Q1162778"

The following pages link to The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778):

Displaying 11 items.

• The Durbin-Watson test and cross-sectional data (Q375079) (← links)
• Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
• A point optimal test for autoregressive disturbances (Q760995) (← links)
• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic (Q1162778) (← links)
• Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics (Q1203091) (← links)
• Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← 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)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• A new test for fourth-order autoregressive disturbances (Q2266339) (← links)
• Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412) (← links)