The Power of the Durbin-Watson Test
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 43 (1975)
Issue (Month): 5-6 (Sept.-Nov.)
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- Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
- Banerjee, A.N., 1997. "The Sensitivity of Estimates, Inferences and Forecasts of Linear Models," Open Access publications from Tilburg University urn:nbn:nl:ui:12-74329, Tilburg University.
- Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Discussion Paper 1996-54, Tilburg University, Center for Economic Research.
- Preinerstorfer, David & Pötscher, Benedikt M., 2014. "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper 55059, University Library of Munich, Germany.
- Proïa, Frédéric, 2013. "Further results on the h-test of Durbin for stable autoregressive processes," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 77-101.
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