option for testing the hypothesis of no autocorrelation in dynamic models for all sample sizes. Breusch-Godfrey's test has … outperforms the Breusch-Godfrey test in terms of power. The Durbin H and the Ljung and Box Q tests consistently occupy the second …

, Durbin's M test outperforms the Breusch - Godfrey test in terms of power. The Durbin H and the Ljung and Box Q tests … - Godfrey's test has comparable and at times minutely better performance than Durbin's M test however in small sample sizes … test is the best option for testing the hypothesis of no aut ocorrelation in dynamic model s for all sample sizes. Breusch …