HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
From MaRDI portal
Publication:6145546
DOI10.1017/s0266466621000062arXiv1812.10752MaRDI QIDQ6145546
Publication date: 9 January 2024
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.10752
Cites Work
- Unnamed Item
- Unnamed Item
- Finite sample power of linear regression autocorrelation tests
- Finite sample power of Clifford-type tests for spatial disturbance correlation in linear regres\-sion
- The power of the Durbin-Watson test for regressions without an intercept
- Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
- Finite sample properties of tests based on prewhitened nonparametric covariance estimators
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX
- Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
- On the power of the durbin-watson test under high autocorrelation
- Matrix Analysis
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- The limiting power of the durbin-watson test
- Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
- Power Enhancement in High-Dimensional Cross-Sectional Tests
- Testing for Spatial Autocorrelation: The Regressors that Make the Power Disappear
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
- Power in High‐Dimensional Testing Problems
- Testing Statistical Hypotheses
This page was built for publication: HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
