Computing p-values for the generalized Durbin-Watson and other invariant test statistics
- 1 October 1992
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 54 (1-3) , 277-300
- https://doi.org/10.1016/0304-4076(92)90109-5
Abstract
No abstract availableThis publication has 20 references indexed in Scilit:
- Algorithm AS 256: The Distribution of a Quadratic Form in Normal VariablesJournal of the Royal Statistical Society Series C: Applied Statistics, 1990
- Durbin-Watson and Generalized Durbin-Watson Tests for Autocorrelations and RandomnessJournal of Business & Economic Statistics, 1987
- Eigenvalue—Free methods for computing the distribution of a quadratic form in normal variablesStatistische Hefte, 1985
- The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statisticJournal of Econometrics, 1981
- Correction: Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson StatisticJournal of the Royal Statistical Society Series C: Applied Statistics, 1981
- Robust Tests for Spherical Symmetry and Their Application to Least Squares RegressionThe Annals of Statistics, 1980
- Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson StatisticJournal of the Royal Statistical Society Series C: Applied Statistics, 1980
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random VariablesJournal of the Royal Statistical Society Series C: Applied Statistics, 1980
- Numerical inversion of a characteristic functionBiometrika, 1973
- Note on the inversion theoremBiometrika, 1951