On the Impact of the Tests for Serial Correlation Upon the Test of Significance for the Regression Coefficient
暂无分享,去创建一个
[1] Thomas B. Fomby,et al. On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative , 1978 .
[2] Alice Orcutt Nakamura,et al. Testing for Relationships between Time Series , 1976 .
[3] Peter Schmidt,et al. Some Further Evidence on the Power of the Durbin-Watson and Geary Tests , 1975 .
[4] M. J. Harrison. The Power of the Durbin-Watson and Geary Tests: Comment and Further Evidence , 1975 .
[5] Robert C. Blattberg. Evaluation Of The Power Of The Durbin-Watson Statistic For Non-First Order Serial Correlation Alternatives , 1973 .
[6] David A. Belsley. The Relative Power of the t-Test: A Furthering Comment , 1973 .
[7] J. Pratschke,et al. A Comparison of the Power of the von Neumann Ratio, Durbin-Watson and Geary Tests , 1972 .
[8] A. Buse,et al. Elements of econometrics , 1972 .
[9] Edwin H. Chen,et al. A Random Normal Number Generator for 32-Bit-Word Computers , 1971 .
[10] R. C. Geary,et al. Relative efficiency of count of sign changes for assessing residual autoregression in least squares regression , 1970 .
[11] A. P. J. Abrahamse,et al. A Comparison between the Power of the Durbin-Watson Test and the Power of the Blus Test , 1969 .
[12] A. P. J. Abrahamse,et al. On the Power of the Blus Procedure , 1968 .
[13] David R. Brillinger,et al. Statistical Methods of Econometrics. , 1967 .
[14] R. C. Henshaw. Testing Single-Equation Least Squares Regression Models for Autocorrelated Disturbances , 1966 .
[15] H. Theil,et al. Testing the Independence of Regression Disturbances , 1961 .
[16] J. R. Mcgregor. An approximate test for serial correlation in polynomial regression , 1960 .
[17] E. Hannan,et al. Testing for Serial Correlation in Least Squares Regression , 1957 .
[18] G. M. Jenkins,et al. TESTS OF HYPOTHESES IN THE LINEAR AUTOREGRESSIVE MODEL: II. NULL DISTRIBUTIONS FOR HIGHER ORDER SCHEMES: NON-NULL DISTRIBUTIONS , 1956 .
[19] E. Hannan. AN EXACT TEST FOR CORRELATION BETWEEN TIME SERIES , 1955 .
[20] F. H. C. Marriott,et al. BIAS IN THE ESTIMATION OF AUTOCORRELATIONS , 1954 .
[21] G. Jenkins. TESTS OF HYPOTHESES IN THE LINEAR AUTOREGRESSIVE MODELI. NULL HYPOTHESIS DISTRIBUTIONS IN THE YULE SCHEME , 1954 .
[22] Maurice G. Kendall,et al. NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION , 1954 .
[23] T. Koopmans. Statistical inference in dynamic economic models , 1951 .
[24] M. Ogawara. A Note on the Test of Serial Correlation Coefficients , 1951 .
[25] J. Durbin,et al. Testing for serial correlation in least squares regression. II. , 1950, Biometrika.
[26] D. Cochrane,et al. Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms , 1949 .
[27] G. Orcutt,et al. TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES , 1948 .
[28] Bronwyn H Hall,et al. Time series processor , 1978 .
[29] Herbert S. Winokur,et al. First Order Autoregression: Inference, Estimation, and Prediction , 1969 .
[30] E. J. Hannan,et al. Testing for Serial Correlation after Least Squares Regression , 1968 .
[31] D. G. Watts,et al. Spectral analysis and its applications , 1968 .
[32] J. R. Mcgregor. The approximate distribution of the correlation between two stationary linear Markov series , 1962 .
[33] J. Durbin. Estimation of Parameters in Time‐Series Regression Models , 1960 .
[34] Clifford Hildreth,et al. Demand relations with autocorrelated disturbances. , 1960 .
[35] J. Durbin,et al. Testing for serial correlation in least squares regression. I. , 1950, Biometrika.
[36] M. H. Quenouille. Approximate Tests of Correlation in Time‐Series , 1949 .