TESTING RESIDUALS FROM LEAST-SQUARES REGRESSION FOR BEING GENERATED BY THE GAUSSIAN RANDOM-WALK

[1] A COMPARISON BETWEEN POWER OF DURBIN-WATSON TEST AND POWER OF BLUS TEST [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) : 938 - &

[2] ABRAHAMSE APJ, 1970, J AM STATISTICAL ASS, V66, P71

[3] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[4] BERENBLUT II, 1973, J R STAT SOC B, V35, P33

[5] BHARGAVA A, 1980, TESTING RANDOM WALK

[6] BOX GEP, 1970, TIME SERIES ANAL FOR

[7] DURBIN J, 1971, BIOMETRIKA, V58, P1

[8] AN ALTERNATIVE TO BOUNDS TEST FOR TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION [J]. ECONOMETRICA, 1970, 38 (03) : 422 - &

[9] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779

[1] A COMPARISON BETWEEN POWER OF DURBIN-WATSON TEST AND POWER OF BLUS TEST [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) : 938 - &

[2] ABRAHAMSE APJ, 1970, J AM STATISTICAL ASS, V66, P71

[3] ANDERSON TW, 1971, STATISTICAL ANAL TIM

[4] BERENBLUT II, 1973, J R STAT SOC B, V35, P33

[5] BHARGAVA A, 1980, TESTING RANDOM WALK

[6] BOX GEP, 1970, TIME SERIES ANAL FOR

[7] DURBIN J, 1971, BIOMETRIKA, V58, P1

[8] AN ALTERNATIVE TO BOUNDS TEST FOR TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION [J]. ECONOMETRICA, 1970, 38 (03) : 422 - &

[9] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779