The Robustness Properties of Two Tests for Serial Correlation

DOI10.2307/2287401zbMath0424.62022OpenAlexW4241689492MaRDI QIDQ3859109

Joseph L. Gastwirth, Murray R. Selwyn

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287401

zbMATH Keywords

serial correlationrobustness propertiesDurbin-Watson testruns of residualsGeary test

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Related Items

On a new test for autocorrelation in regression models under nonnormality ⋮ Least absolute error estimation in the presence of serial correlation ⋮ A modified durbin—watson test for serial correlation in multiple regression under nonnormality using the bootstrap ⋮ Robustness to nonnormality of the Durbin-Watson test for autocorrelation