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Original Articles

A Comparison between the Power of the Durbin-Watson Test and the Power of the Blus Test

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Pages 938-948 | Published online: 10 Apr 2012

References

  • Durbin , J. and Watson , G. S. 1950 . “Testing for serial correlation in least-squares regression I” . Biometrika , 37 : 409 – 428 .
  • Durbin , J. and Watson , G. S. 1951 . “Testing for serial correlation in least-squares regression II” . Biometrika , 38 : 159 – 178 .
  • Hart , B. I. 1942 . “Tabulation of probabilities for the ratio of the mean square successive differences to the variance” . The Annals of Mathematical Statistics , 13 : 207 – 214 .
  • Koerts , J. 1967 . “Some further notes on disturbance estimates in regression analysis” . Journal of the American Statistical Association , 62 : 169 – 183 .
  • Koerts , J. and Abrahamse , A. P. J. 1968 . “On the power of the BLUS procedure” . Journal of the American Statistical Association , 63 : 1227 – 1236 .
  • Theil , H. 1965 . “The analysis of disturbances in regression analysis” . Journal of the American Statistical Association , 60 : 1067 – 1079 .
  • Theil , H. 1968 . “A simplification of the BLUS procedure for analyzing regression disturbances,” . Journal of the American Statistical Association , 63 : 242 – 251 .

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