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A point optimal test for heteroscedastic disturbances
Evans, Merran A.; King, Maxwell L. - In: Journal of econometrics 27 (1985) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10002134138
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The Durbin-Watson test and cross-sectional data : received 10.10.1984
King, Maxwell L.; Evans, Merran A. - In: Economics letters 18 (1985) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10002211137
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The Durbin-Watson test for serial correlation : bounds for regressions using monthly data
King, Maxwell L. - In: Journal of econometrics 21 (1983) 3, pp. 357-366
Persistent link: https://www.econbiz.de/10002211152
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The Durbin-Watson test for serial correlation : bounds for regressions with trend and/or seasonal dummy variables
King, Maxwell L. - In: Econometrica : journal of the Econometric Society, an … 49 (1981) 6, pp. 1571-1581
Persistent link: https://www.econbiz.de/10002211158
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Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.; McAleer, Michael - 1984
Persistent link: https://www.econbiz.de/10002211173
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A joint test for serial correlation and heteroscedasticity
King, Maxwell L.; Evans, Merran A. - In: Economics letters 16 (1984) 3/4, pp. 297-302
Persistent link: https://www.econbiz.de/10002211179
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A point optimal test for autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 27 (1985) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10002211214
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Testing for autoregressive against moving average errors in the linear regression model
King, Maxwell L. - In: Annals of applied econometrics (1983) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10002211230
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Testing for a serially correlated component in regression disturbances
King, Maxwell L. - In: International economic review 23 (1982) 3, pp. 577-582
Persistent link: https://www.econbiz.de/10002211236