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Journal of Statistical Computation and Simulation Volume 41, 1992 - Issue 3-4
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Original Articles

Some properties of the durbin-watson test after a preliminary t-test

David Giles Department of Economics, University of Canterbury, Christchurch, New Zealand
&
Offer Lieberman Department of Econometrics, Monash University, Clayton, Victoria, 3168, Australia
Pages 219-227 | Received 05 May 1991, Published online: 18 May 2010

Citations (5)

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Read on this site (2)

Johannah L. Dods & David E. A. Giles. (1995) Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing. Journal of Statistical Computation and Simulation 53:3-4, pages 243-258.
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J.P. Small, D.E.A. Giles & K.J. White. (1994) The exact powers of some autocorrelation tests when relevant regressors are omitted. Journal of Statistical Computation and Simulation 50:1-2, pages 45-57.
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Articles from other publishers (3)

Muhammad Aslam. (2021) On Testing Autocorrelation in Metrology Data Under Indeterminacy. MAPAN 36:3, pages 515-519.
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Alan T.K. Wan, Guohua Zou & Anurag Banerjee. (2007) The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions. Economics Letters 94:2, pages 213-219.
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Judith A. Giles & David E. A. Giles. (2006) PRE‐TEST ESTIMATION AND TESTING IN ECONOMETRICS: RECENT DEVELOPMENTS. Journal of Economic Surveys 7:2, pages 145-197.
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