Comment on the Small-Sample Power of Durbin'sh-Test
作者:
JamesL. Kenkel,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1976)
卷期:
Volume 71,
issue 353
页码: 96-97
ISSN:0162-1459
年代: 1976
DOI:10.1080/01621459.1976.10481484
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The power of Durbin'sh-test for autocorrelated error terms is compared with the power of the Durbin-Watsond-test. It is argued that, contrary to conclusions reached elsewhere (see [6]), thed-test outperforms theh-test.
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