The power of the Durbin-Watson test when the errors are heteroscedastic
- 31 May 1991
- journal article
- Published by Elsevier in Economics Letters
- Vol. 36 (1) , 37-41
- https://doi.org/10.1016/0165-1765(91)90052-m
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random VariablesJournal of the Royal Statistical Society Series C: Applied Statistics, 1980
- The Power of the Durbin-Watson TestEconometrica, 1975
- Computing the distribution of quadratic forms in normal variablesBiometrika, 1961
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. IIBiometrika, 1951