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Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives

The Review of Economics and Statistics 1973 55(4), 508

Robert C. Blattberg, Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives, The Review of Economics and Statistics, Vol. 55, No. 4 (Nov., 1973), pp. 508-515

Regression with Non-Gaussian Stable Disturbances: Some Sampling Results

Robert Blattberg; Thomas J. Sargent

Econometrica 1971 39(3), 501

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Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives

Regression with Non-Gaussian Stable Disturbances: Some Sampling Results