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Comment on the Small-Sample Power of Durbin's h-Test.
- Source :
-
Journal of the American Statistical Association . Mar1976, Vol. 71 Issue 353, p96. 2p. - Publication Year :
- 1976
-
Abstract
- The power of Durbin's h-test for autocorrelated error terms is compared with the power of the Durbin-Watson d-test. It is argued that, contrary to conclusions reached elsewhere (see [6]), the d-test outperforms the h-test. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 71
- Issue :
- 353
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4609193
- Full Text :
- https://doi.org/10.2307/2285738