Approximating the distribution of the durbin-watson statistic

DOI10.1080/03610928608829107zbMath0601.62069OpenAlexW2054173266MaRDI QIDQ3736732

Dennis P. Sheehan

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829107

zbMATH Keywords

approximationsEdgeworth expansionsserial correlationpower functionDurbin- Watson statistictesting for autocorrelation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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The limiting power of the durbin-watson test

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