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Journal of the American Statistical Association Volume 71, 1976 - Issue 353
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Comment on the Small-Sample Power of Durbin's h-Test

James L. Kenkel Department of Economics, University of Pittsburgh, Pittsburgh, Pa., 15216, USA
Pages 96-97 | Received 01 Jun 1975, Published online: 05 Apr 2012
 
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Abstract

The power of Durbin's h-test for autocorrelated error terms is compared with the power of the Durbin-Watson d-test. It is argued that, contrary to conclusions reached elsewhere (see [6]), the d-test outperforms the h-test.

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