Testing the Independence of Regression Disturbances
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Cited in
(12)- The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
- The power of four tests of autocorrelation in the linear regression model
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
- Uncorrelated residuals from linear models
- A simple test for stable seasonality
- Robustness to nonnormality of regression F-tests
- Expectation of quadratic forms in normal and nonnormal variables with applications
- On the robustness of an estimator of the mean of the dependent variable in a multiplicative model
- Diagnostics in elliptical regression models with stochastic restrictions applied to econometrics
- Bootstrap tests for autocorrelation.
- Empirical likelihood ratio test for autocorrelation in least squares regression
- A point optimal test for autoregressive disturbances
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