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The small-sample power of Durbin's h test revisited

. Computational Statistics & Data Analysis, 17 (1): 87--94 (January 1994)

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Bootstrap tests for generalized least squares regression models. Economics Letters, 34 (3): 261--265 (November 1990)The small-sample power of Durbin's h test revisited. Computational Statistics & Data Analysis, 17 (1): 87--94 (January 1994)Bartlett's correction and the bootstrap in normal linear regression models. Economics Letters, 33 (3): 255--258 (July 1990)Some asymptotic theory for the bootstrap in econometric models. Economics Letters, 26 (1): 43--47 (1988)Resampling methods for tests in regression models with autocorrelated errors. Economics Letters, 36 (3): 281--284 (July 1991)Bootstrap inversion of edgeworth expansions for nonparametric confidence intervals. Statistics & Probability Letters, 8 (3): 201--206 (August 1989)