Finite sample power of linear regression autocorrelation tests-Reference-Cited by-同舟云学术

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Finite sample power of linear regression autocorrelation tests

Published:1990-03 Issue:3 Volume:43 Page:363-372
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Krämer Walter,Zeisel Helmut

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference12 articles.

1. A new test for autocorrelated errors in the linear regression model;Berenblut;Journal of the Royal Statistical Society B,1973

2. The theory and practice of econometrics;Judge,1980

3. The alternative Durbin-Watson test;King;Journal of Econometrics,1981

4. A point optimal test for autoregressive disturbances;King;Journal of Econometrics,1985

5. Testing for autocorrelation in linear regression models: A survey;King,1987

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