This article presents estimates of the power of four tests for the independence of the disturbances from linear regression models with two sets of alternative hypotheses-second-order autoregressive ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...