A CUBIC SPLINE EXTENSION OF THE DURBIN-WATSON TEST

被引：11

作者：

MUNSON, PJ ^{[1
]}

JERNIGAN, RW ^{[1
]}

机构：

[1] AMERICAN UNIV,DEPT MATH & STAT,WASHINGTON,DC 20016

来源：

BIOMETRIKA | 1989年 / 76卷 / 01期

关键词：

D O I：

10.2307/2336367

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：39 / 47

页数：9

共 50 条

[21] THE POWER OF THE DURBIN-WATSON TEST WHEN THE ERRORS ARE HETEROSCEDASTIC
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SMALL, JP
[J]. ECONOMICS LETTERS, 1991, 36 (01) : 37 - 41
[22] Tightening Durbin-Watson bounds
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[J]. ECONOMIC AND SOCIAL REVIEW, 1997, 28 (04) : 351 - 356
[23] Demonstrating the Durbin-Watson statistic
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[24] A COMPARISON BETWEEN POWER OF DURBIN-WATSON TEST AND POWER OF BLUS TEST
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KOERTS, J
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) : 938 - &
[25] THE CLASS OF MODELS FOR WHICH THE DURBIN-WATSON TEST IS LOCALLY OPTIMAL
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[J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (01) : 167 - 175
[26] ALGORITHM FOR DETERMINING DISTRIBUTION FUNCTION OF DURBIN-WATSON TEST STATISTIC
LESPERANCE, WL
CHALL, D
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[J]. ECONOMETRICA, 1976, 44 (06) : 1325 - 1326
[27] THE LOCALLY UNBIASED 2-SIDED DURBIN-WATSON TEST
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KING, ML
[J]. ECONOMICS LETTERS, 1991, 35 (04) : 401 - 407
[28] THE 12TH-ORDER ANALOG OF THE DURBIN-WATSON TEST
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[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1987, 16 (03) : 679 - 688
[29] APPROXIMATING THE DISTRIBUTION OF THE DURBIN-WATSON STATISTIC
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[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1986, 15 (01) : 73 - 88
[30] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION WHEN THERE IS NO INTERCEPT IN THE REGRESSION
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[J]. ECONOMETRICA, 1980, 48 (06) : 1553 - 1563

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