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math.ST2014
Finite Sample Properties of Tests Based on Prewhitened Nonparametric Covariance Estimators
David Preinerstorfer
We analytically investigate size and power properties of a popular family of procedures for testing linear restrictions on the coefficient vector in a linear regression model with…
math.ST2014★ 5 cited
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix
David Preinerstorfer, Benedikt M. Pötscher
The behavior of the power function of autocorrelation tests such as the Durbin-Watson test in time series regressions or the Cliff-Ord test in spatial regression models has been in…