Locally robust tests for serial correlation in least squares regression
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Publication:1154195
DOI10.1214/aos/1176345143zbMath0464.62056OpenAlexW1966106223MaRDI QIDQ1154195
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345143
invarianceserial correlationleast squares regressionDurbin-Watson testLBI testLBUI testlocally robust testsuniformly most powerful unbiased invariant
Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)
Related Items (15)
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT ⋮ Testing for heteroscedasticity occuring at unknown points ⋮ Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation ⋮ Test for the null hypothesis of cointegration with reduced size distortion ⋮ A review of optimality of multivariate tests ⋮ Nearly weighted risk minimal unbiased estimation ⋮ Optimal tests against the alternative hypothesis of panel unit roots ⋮ POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION ⋮ Robustness to nonnormality of the Durbin-Watson test for autocorrelation ⋮ Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models ⋮ The Durbin-Watson ratio under infinite-variance errors ⋮ Optimality robustness of tests in two population problems ⋮ NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE ⋮ Ratio tests under limiting normality ⋮ Testing Serial Correlation in Single Index Models
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