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Journal of the American Statistical Association Volume 71, 1976 - Issue 356
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The Estimated Power of Several Tests for Autocorrelation with Non-First-Order Alternatives

V. Kerry Smith Resources for the Future, Washington, D.C., 20036, USA; Department of Economics, State University of New York, Binghamton, USA
Pages 879-883 | Received 01 Dec 1973, Published online: 05 Apr 2012

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Read on this site (3)

MukhtarM. Ali. (1987) Durbin–Watson and Generalized Durbin–Watson Tests for Autocorrelations and Randomness. Journal of Business & Economic Statistics 5:2, pages 195-203.
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MaxwellL. King & MerranA. Evans. (1986) Testing for Block Effects in Regression Models Based on Survey Data. Journal of the American Statistical Association 81:395, pages 677-679.
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V. Kerry Smith. (1978) A note on the power of the durbin-watson test with 2SLS. Journal of Statistical Computation and Simulation 7:2, pages 115-122.
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Articles from other publishers (1)

Tanweer ISLAM & Erum TOOR. (2019) Power Comparison of Autocorrelation Tests in Dynamic Models. International Econometric Review 11:2, pages 58-69.
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