Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives-Reference-Cited by-同舟云学术

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Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives

Published:1973-11 Issue:4 Volume:55 Page:508
ISSN:0034-6535
Container-title:The Review of Economics and Statistics
language:
Short-container-title:The Review of Economics and Statistics

Author:

Blattberg Robert C.

Publisher

JSTOR

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Cited by 25 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Power Comparison of Autocorrelation Tests in Dynamic Models;International Econometric Review;2019-09-25

2. The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions;Economics Letters;2007-02

3. The sensitivity of OLS when the variance matrix is (partially) unknown;Journal of Econometrics;1999-10

4. The currency ratios 1920–80: A re-examination;Atlantic Economic Journal;1992-12

5. Locally Optimal Properties of the Durbin-Watson Test;Econometric Theory;1988-12

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