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Some Further Evidence on the Power of the Durbin-Watson and Geary Tests

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  • Schmidt, Peter
  • Guilkey, David K

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  • Schmidt, Peter & Guilkey, David K, 1975. "Some Further Evidence on the Power of the Durbin-Watson and Geary Tests," The Review of Economics and Statistics, MIT Press, vol. 57(3), pages 379-382, August.
    • Handle: RePEc:tpr:restat:v:57:y:1975:i:3:p:379-82
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    Cited by:

    1. Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The limiting power of autocorrelation tests in regression models with linear restrictions," Discussion Paper Series In Economics And Econometrics 405, Economics Division, School of Social Sciences, University of Southampton.
    2. Robert Nash Parker, 1980. "Correlation In Time Series Regression," Sociological Methods & Research, , vol. 9(1), pages 99-114, August.
    3. Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The limiting power of autocorrelation tests in regression models with linear restrictions," Discussion Paper Series In Economics And Econometrics 0405, Economics Division, School of Social Sciences, University of Southampton.
    4. Wan, Alan T.K. & Zou, Guohua & Banerjee, Anurag, 2007. "The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions," Economics Letters, Elsevier, vol. 94(2), pages 213-219, February.
    5. Erum Toor & Tanweer Ul Islam, 2019. "Power Comparison of Autocorrelation Tests in Dynamic Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 58-69, September.
    6. Greenwell, Raymond N. & Finch, Stephen J., 2004. "Randomized rejection procedure for the two-sample Kolmogorov-Smirnov statistic," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 257-267, June.

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