The Robustness Properties of Two Tests for Serial Correlation

DOI10.2307/2287401MaRDI QIDQ3859109zbMATH OpenOpenAlexFDO

Authors Joseph L. Gastwirth, Murray R. Selwyn

Publication date 1980

Full work available at URL https://doi.org/10.2307/2287401

zbMATH Keywords

serial correlationDurbin-Watson testrobustness propertiesruns of residualsGeary test

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)

Cited in

(4)

• A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap
• Least absolute error estimation in the presence of serial correlation
• Robustness to nonnormality of the Durbin-Watson test for autocorrelation
• On a new test for autocorrelation in regression models under nonnormality

This page was built for publication: The Robustness Properties of Two Tests for Serial Correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3859109)