On the robustness of the F-test to autocorrelation among disturbances
type: Item
instance of: scholarly article
title: On the robustness of the F-test to autocorrelation among disturbances
zbMATH Open document ID: 1328.62426
DOI: 10.1016/0165-1765(89)90153-5
author: N. E. Zubov
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 6525676
MaRDI profile type: Publication
full work available at URL: 0165-1765(89)90153-5
OpenAlex ID: W2091408790
cites work: Robustness to non-normality of regression tests
cites work: Q5631939
cites work: The power of the Durbin-Watson test for regressions without an intercept
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
description: scientific article; zbMATH DE number 6525676