The limiting power of the durbin-watson test

DOI10.1080/03610920008832630zbMath1107.62342OpenAlexW1986566073MaRDI QIDQ4541682

Jörg-Uwe Löbus, Lutz Ritter

Publication date: 28 July 2002

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

Full work available at URL: https://doi.org/10.1080/03610920008832630

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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Cites Work

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• Finite sample power of linear regression autocorrelation tests
• The power of the Durbin-Watson test for regressions without an intercept
• On the power of the durbin-watson test under high autocorrelation
• Approximating the distribution of the durbin-watson statistic
• The Power of the Durbin-Watson Test
• The limiting power of point optimal autocorrelation tests

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