| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525217 | Journal of Statistical Planning and Inference | 2005 | 8 Pages |
Abstract
The paper considers tests against autocorrelation among the disturbances in linear regression models that can be expressed as ratios of quadratic forms. It shows that such tests are, in general, not unbiased and that power can even drop to zero for certain regressors and spatial weight matrices. Whether or not this can happen is however easily diagnosed for given regressors and for given spatial weights.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Walter Krämer,