A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap

DOI10.1080/00949658908811188zbMath0726.62152OpenAlexW2022131620MaRDI QIDQ3350583

C. F. de Beer, Jan W. H. Swanepoel

Publication date: 1989

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658908811188

zbMATH Keywords

bootstrapserial correlationregression modelfirst-order autoregressive modelsignificance level

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Bootstrap methods: another look at the jackknife
• A note on proving that the (modified) bootstrap works
• The Robustness Properties of Two Tests for Serial Correlation
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Significance Levels for the Ratio of the Mean Square Successive Difference to the Variance

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