On the power of the durbin-watson test under high autocorrelation

DOI10.1080/03610928908830130zbMath0696.62082OpenAlexW2136776134MaRDI QIDQ3473056

Helmut Zeisel

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830130

zbMATH Keywords

powerautocorrelationlinear regression modelDurbin-Watson test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items

The limiting power of the durbin-watson test, The limiting power of point optimal autocorrelation tests, The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions, HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION, ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX, POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION, The exact powers of some autocorrelation tests when the disturbances are heteroscedastic

Cites Work

• The power of the Durbin-Watson test for regressions without an intercept
• The Power of the Durbin-Watson Test
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