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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
We consider the finite sample power of various tests against serial correlation in the disturbances of a linear regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the regressor matrix and that, for the Durbin-Watson test...
Persistent link: https://www.econbiz.de/10010306236
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
We consider the finite sample power of various tests against serial correlation in the disturbances of a linear regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the regressor matrix and that, for the Durbin-Watson test...
Persistent link: https://www.econbiz.de/10010516924
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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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Corporate social responsibility and its overall effects on financial performance : empirical evidence from Indian companies
Bag, Sudin; Omrane, Amina - In: Journal of African business 23 (2022) 1, pp. 264-280
Persistent link: https://www.econbiz.de/10012821582
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Forecasting firm performance : evidence from Romanian furniture firms
Hada, Teodor; Bărbuţă-Mişu, Nicoleta; Mărginean, Radu - In: Mokslo darbai / Ekonomika 97 (2018) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10012305712
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On the Durbin-Watson statistic based on a Z-test in large samples
Lee, Mei-Yu - In: International journal of computational economics and … 6 (2016) 1, pp. 114-121
Persistent link: https://www.econbiz.de/10011588862
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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - Institut für Wirtschafts- und Sozialstatistik, … - 2004
We consider the finite sample power of various tests against serial correlation in the disturbances of a linear regression when these disturbances follow a stationary long memory process. It emerges that the power depends on the form of the regressor matrix and that, for the Durbin-Watson test...
Persistent link: https://www.econbiz.de/10009295209
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A finite sample correction for the panel Durbin-Watson test
Kim, Hyoungjong - In: Applied economics 54 (2022) 28, pp. 3197-3205
Persistent link: https://www.econbiz.de/10013410737
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Multivariate signed-rank tests in vector autoregressive order identification
Hallin, Marc; Paindaveine, Davy - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10010735240
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On the Power of Invariant Tests for Hypotheses on a Covariance Matrix
Preinerstorfer, David; Pötscher, Benedikt M. - Volkswirtschaftliche Fakultät, … - 2014
The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been intensively studied in the literature. When the correlation becomes strong, Krämer (1985) (for the Durbin-Watson...
Persistent link: https://www.econbiz.de/10011127579