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Comment on the Small-Sample Power of Durbin's h-Test

Pages 96-97 | Received 01 Jun 1975, Published online: 05 Apr 2012

References

  • Durban , J. 1970 . “Testing for Serial Correlation in Least-Squares Regression When some of the Regressors Are Lagged Dependent Variables,” . Econometrica , 38 May : 410 – 21 .
  • Durban , J. and Watson , G. S. 1950 . “Testing for Serial Correlation in Least-Squares Regression, I,” . Biometrika , 37 December : 409 – 28 .
  • Durban , J. and Watson , G. S. 1951 . “Testing for Serial Correlation in Least-Squares Regression, II,” . Biometrika , 38 June : 159 – 78 .
  • Kenkel , J. L. 1974 . “Some Small-Sample Properties of Durbin's Tests for Serial Correlation in Regression Models Containing Lagged Dependent Variables,” . Econometrica , 42 July : 763 – 9 .
  • Nerlove , M. and Wallis , K. F. 1966 . “Use of the Durbin-Watson Statistic in Inappropriate Situations,” . Econometrica , 34 February : 235 – 8 .
  • Park , S. 1975 . “On the Small-Sample Power of Durbin's h-Test,” . Journal of the American Statistical Association , 70 March : 60 – 3 .

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