Pages that link to "Item:Q4275861"

The following pages link to The limiting power of point optimal autocorrelation tests (Q4275861):

Displaying 9 items.

• Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
• A point optimal test for autoregressive disturbances (Q760995) (← links)
• Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
• The power of the Durbin-Watson test for regressions without an intercept (Q1067739) (← links)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (Q1318979) (← links)
• The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions (Q1929835) (← links)
• On the power of the durbin-watson test under high autocorrelation (Q3473056) (← links)
• The limiting power of the durbin-watson test (Q4541682) (← links)
• POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)