The power of the Durbin-Watson test for regressions without an intercept
- 30 June 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 28 (3) , 363-370
- https://doi.org/10.1016/0304-4076(85)90005-3
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- The Durbin-Watson Bounds Test and Regressions Without an InterceptAustralian Economic Papers, 1981
- Finite Sample Efficiency of Ordinary Least Squares in the Linear Regression Model with Autocorrelated ErrorsJournal of the American Statistical Association, 1980
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternativeJournal of Econometrics, 1978
- The Power of the Durbin-Watson TestEconometrica, 1975