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

Durbin-Watson testGeary testrobustness propertiesruns of residualsserial correlation

Mathematics Subject Classification ID

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

Cited in

(4)

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

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