The power of the Durbin-Watson test when the errors are heteroscedastic

C-Tier

Journal: Economics Letters

Year: 1991

Volume: 36

Issue: 1

Pages: 37-41

Authors (2)

Giles, David E. A. (University of Victoria) Small, John P. (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count