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Volumn 29, Issue 12, 2000, Pages 2665-2676

The limiting power of the Durbin-Watson test

Author keywords

Autocorrelation test; Linear regression; Power function

Indexed keywords


EID: 30844450617     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610920008832630     Document Type: Article
Times cited : (4)

References (14)
  • 1
    • 38249014267 scopus 로고
    • On the power function of the Durbin-Watson test
    • Bartels, R. (1992). "On the power function of the Durbin-Watson test." Journal of Econometrics, 51, 101-112.
    • (1992) Journal of Econometrics , vol.51 , pp. 101-112
    • Bartels, R.1
  • 3
    • 78650014134 scopus 로고
    • Testing for serial correlation in least squares regression I-III
    • 1951
    • Durbin, J. and G. S. Watson (1950/1951/1971). "Testing for serial correlation in least squares regression I-III." Biometrica, 37, 409-428/
    • (1950) Biometrica , vol.37 , pp. 409-428
    • Durbin, J.1    Watson, G.S.2
  • 6
    • 0001507590 scopus 로고
    • Computing the distribution of quadratic forms in normal variables
    • Imhof, J. P. (1961). "Computing the distribution of quadratic forms in normal variables." Biometrica, 48, 419-426.
    • (1961) Biometrica , vol.48 , pp. 419-426
    • Imhof, J.P.1
  • 8
    • 0346219585 scopus 로고
    • The power of the Durbin-Watson test for regressions without an intercept
    • Krämer, W. (1985). "The power of the Durbin-Watson test for regressions without an intercept." Journal of Econometrics, 28, 363-370.
    • (1985) Journal of Econometrics , vol.28 , pp. 363-370
    • Krämer, W.1
  • 9
    • 38249018991 scopus 로고
    • Finite sample power of linear regression autocorrelation tests
    • Krämer, W. and H. Zeisel (1990). "Finite sample power of linear regression autocorrelation tests." Journal of Econometrics, 43, 363-372.
    • (1990) Journal of Econometrics , vol.43 , pp. 363-372
    • Krämer, W.1    Zeisel, H.2
  • 10
    • 0000154540 scopus 로고
    • An approximation to the null distribution and power of the Durbin-Watson statistic
    • Mukhtar, M. A. (1984). "An approximation to the null distribution and power of the Durbin-Watson statistic." Biometrica, 71, 253-261.
    • (1984) Biometrica , vol.71 , pp. 253-261
    • Mukhtar, M.A.1
  • 11
    • 30844464524 scopus 로고
    • Approximating the distribution of the Durbin-Watson statistic
    • Sheehan, D. P, (1986). "Approximating the distribution of the Durbin-Watson statistic." Communications in Statistics, Theory Methods, 15, 73-88.
    • (1986) Communications in Statistics, Theory Methods , vol.15 , pp. 73-88
    • Sheehan, D.P.1
  • 12
    • 30844467696 scopus 로고
    • The limiting power of point optimal autocorrelation tests
    • Small, J. P. (1993). "The limiting power of point optimal autocorrelation tests." Communications in Statistics, Theory Methods, 22, 2463-2470.
    • (1993) Communications in Statistics, Theory Methods , vol.22 , pp. 2463-2470
    • Small, J.P.1
  • 13
    • 0348110799 scopus 로고
    • The power of the Durbin-Watson test
    • Tillman, J. A. (1975). "The power of the Durbin-Watson test." Econometrica, 43, 959-974.
    • (1975) Econometrica , vol.43 , pp. 959-974
    • Tillman, J.A.1
  • 14
    • 30844431914 scopus 로고
    • On the power of the Durbin-Watson test under high autocorrelation
    • Zeisel, H. (1989). "On the power of the Durbin-Watson test under high autocorrelation." Communications in Statistics, Theory Methods, 18, 3907-3916.
    • (1989) Communications in Statistics, Theory Methods , vol.18 , pp. 3907-3916
    • Zeisel, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.