Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
type: Item
instance of: scholarly article
title: Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
zbMATH Open document ID: 1273.62268
DOI: 10.1016/0165-1765(84)90080-6
published in: Economics Letters
publication date: 2013-10-24T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6218885
author: Brett A. Inder
MaRDI profile type: Publication
full work available at URL: 0165-1765(84)90080-6
OpenAlex ID: W2021388667
cites work: Q5799101
cites work: TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
cites work: Q3664270
cites work: Some Small Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables
cites work: Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors
cites work: On the Small-Sample Power of Durbin's h Test
cites work: The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
description: scientific article; zbMATH DE number 6218885