Search Results

IVENDOG: Stata module to calculate Durbin-Wu-Hausman endogeneity test after ivreg,
Christopher Baum, Mark Schaffer and Steven Stillman, from Boston College Department of Economics (2007)
Keywords: instrumental variables, endogeneity, Durbin-Wu-Hausman test, Hausman test

On the Durbin-Watson statistic based on a Z-test in large samples,
Mei-Yu Lee, in International Journal of Computational Economics and Econometrics (2016)
Keywords: law of large numbers; CLT; central limit theorem; Z-test; Durbin-Watson test; Durbin-Watson statistic; large samples; variance; degree of freedom; sampling distribution.

LMADWXT: Stata module to compute Panel Data Autocorrelation Durbin-Watson Test,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2015)
Keywords: Regression, Panel Data, Cross Section-Time Series, Autocorrelation, Durbin-Watson Test

LMADW2: Stata module to compute 2SLS-IV Autocorrelation Durbin-Watson Test at Higher Order AR(p),
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2012)
Keywords: Autocorrelation, Regression, 2SLS, LIML, GMM, Durbin-Watson test

REGEXACTDW: RATS procedure to compute the exact significance level for the Durbin-Watson,
Tom Doan, from Boston College Department of Economics
Keywords: Durbin-Watson test significance levels

LMADURMXT: Stata module to compute Panel Data Autocorrelation Dynamic Durbin m Test,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Regression, Panel, Cross Section-Time Series, Autocorrelation, Durbin m Panel Test

Critical values of Mandel’s h and k, the Grubbs and the Cochran test statistic,
Peter-T. Wilrich, in AStA Advances in Statistical Analysis (2013)
Keywords: Cochran test, Grubbs test, Mandel’s h and k statistics, Outlier tests,

The Spatial Durbin Model and the Common Factor Tests,
Jesus Mur and Ana Angulo, in Spatial Economic Analysis (2006)
Keywords: Common factor tests, spatial lag model, spatial error model, C21, C50, R15,

LMADURM2: Stata module to compute 2SLS-IV Autocorrelation Dynamic Durbin m Test at Higher Order AR(p),
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2015)
Keywords: Regression, 2SLS, LIML, MELO, GMM, K-CLASS, Two-Stage Least Squares (2SLS), Limited-Information Maximum Likelihood (LIML), Minimum Expected Loss (MELO), Fuller k-Class LIML, Theil K-Class LIML, Generalized Method of Moments (GMM), Autocorrelation, Durbin m Test

RATS program to demonstrate Durbin's Cumulated Periodogram test for serial correlation,
Tom Doan, from Boston College Department of Economics
Keywords: Dependence tests

The small-sample power of Durbin's h test revisited,
Robert K. Rayner, in Computational Statistics & Data Analysis (1994)

Power Comparison of Autocorrelation Tests in Dynamic Models,
Erum Toor and Tanweer Islam, in International Econometric Review (IER) (2019)
Keywords: Durbin Test, Breusch-Godfrey Test, Ljung and Box Test.

A Study on the Impact of Income Gap on Consumer Demand: An Empirical Test Based on the Spatial Panel Durbin Model,
Dan Wang, in Sustainability (2024)
Keywords: income gap; consumer demand; spatial Durbin model

SPAUTOREG: Stata module to estimate Spatial (Lag-Error-Durbin-SAC-SPGKS-SPGSAR-GS2SLS-GS3SLS-SPML-SPGS-SPIVREG-IVTobit),
Emad Shehata, from Boston College Department of Economics (2012)
Keywords: spatial regression, spatial error, spatial lag, spatial durbin, spatial mixed, GS2SLS, GS3SLS, Spatial Lag Model (MLE-SAR), Spatial Durbin Model (MLE-SDM), Spatial Error Model (MLE-SEM), Spatial Lag / Spatial Error Model (MLE-SAC), Tobit Spatial Lag Model (Tobit-SAR), Tobit Spatial Durbin Model (Tobit-SDM), Tobit Spatial Error Model (Tobit-SEM), Tobit Spatial Lag / Spatial Error Model (Tobit-SAC), Generalized Spatial 2SLS Model (GS2SLS), Generalized Spatial 3SLS Model (GS3SLS), IV Tobit Spatial Model, Spatial Lag / Error Autoregressive (MLE-SPREG), Spatial Lag / Error Autoregressive (GS2SLS-SPREG), IV Spatial Lag / Error Autoregressive (SPIVREG), Spatial Aautocorrelation Tests, Moran Global Spatial Autocorrelation, Geary Global Spatial Aautocorrelation,, Getis-Ords Global Spatial Aautocorrelation,, Moran Spatial Error Test, LM Spatial Error Test, LM Spatial Lag Test, LM Spatial SAC Test, Jarque-Bera Normality LM Test, Breusch-Pagan Heteroscedasticity LM Test, Durbin-Watson Test, Durbin h Test, Harvey LM Test, Geary LM Test, Pagan-Vella Tobit Non Normality LM Test, Chesher-Irish Tobit Non Normality LM Test, Spatial Multiplicative Heteroscedasticity, Spatial Exponential Regression, Spatial Weibull Regression, Spatial Autoregressive Generalized Least Squares, Total Marginal Effects, Direct Marginal Effects, InDirect Marginal Effects, Elasticities, REgression Specification Error Tests, Ramsey RESET, Identification LM Tests, Sargan LM Test, Basmann LM Test

SPREGSDMXT: Stata Module to Estimate Maximum Likelihood Estimation Spatial Panel Durbin Regression,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2014)
Keywords: Regression, Spatial, Panel, Cross Sections, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests, Spatial Panel Durbin Model, Tobit Spatial Panel Durbin Model, Spatial Panel Durbin Exponential Regression, Spatial Panel Durbin Weibull Regression, Spatial Panel Durbin Multiplicative Heteroscedasticity

Does Participation in 4-H Improve Schooling Outcomes? Evidence from Florida,
Alfonso Flores-Lagunes and Troy Timko, from Institute of Labor Economics (IZA) (2014)
Keywords: Florida, standardized test scores, 4-H program

SPTOBITSDMXT: Stata module to estimate Tobit MLE Spatial Panel Durbin Regression,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Tobit, Regression, Spatial, Panel, Cross Section, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests, Spatial Panel Durbin Model, Tobit Spatial Panel Durbin Model, Spatial Panel Durbin Exponential Regression, Spatial Panel Durbin Weibull Regression, Spatial Panel Durbin Multiplicative Heteroscedasticity, Spatial Lag Panel Model, Tobit Spatial Lag Panel Model, Spatial Lag Panel Exponential Regression, Spatial Lag Panel Weibull Regression, Spatial Lag Panel Multiplicative Heteroscedasticity

Specification Tests Based on Artificial Regressions,
Russell Davidson and James MacKinnon, from Economics Department, Queen's University (1988)
Keywords: Durbin-Wu-Hausman test, conditional moment test, Lagrange Multiplier test, LM test, artificial regression

REGWUTEST: RATS procedure to perform Wu (or Durbin-Wu-Hausman) specification test on regression,
Tom Doan, from Boston College Department of Economics
Keywords: Wu test, Hausman test

Test–Retest Reliability and Internal Consistency of a Newly Developed Questionnaire to Assess Explanatory Variables of 24-h Movement Behaviors in Adults,
Iris Willems, Vera Verbestel, Patrick Calders, Bruno Lapauw and Marieke De Craemer, in IJERPH (2023)
Keywords: 24-h movement behaviors; explanatory variables; questionnaire; socio-ecological model; test–retest reliability; internal consistency

SPREGSDM: Stata Module to Estimate Maximum Likelihood Estimation Spatial Durbin Cross Sections Regression,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2014)
Keywords: Regression, Spatial, Cross Sections, Direct Marginal Effects, Elasticities, Spatial Durbin Model, Tobit Spatial Durbin Model, Moran MI Spatial Error Test, Non Normality Tests, Spatial Aautocorrelation Tests, Heteroscedasticity Tests, Non Normality Tests, Spatial Durbin Exponential Regression, Spatial Durbin Weibull Regression, Spatial Multiplicative Heteroscedasticity

SPTOBITSDM: Stata module to Estimate Tobit MLE Spatial Durbin Cross Sections Regression,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Tobit, Regression, Spatial, Cross Sections, Direct Marginal Effects, Elasticities, Spatial Durbin Model, Tobit Spatial Durbin Model, Moran MI Spatial Error Test, Non Normality Tests, Spatial Aautocorrelation Tests, Heteroscedasticity Tests, Non Normality Tests, Spatial Durbin Exponential Regression, Spatial Durbin Weibull Regression, Spatial Multiplicative Heteroscedasticity.

Environmental Regulation, Environmental Knowledge Spillover, and Regional Economic Growth in China: An Empirical Test Based on the Spatial Durbin Model,
Xiaoli Shi, Ying Chen and Qianju Cheng, in Sustainability (2022)
Keywords: environmental regulation; environmental knowledge spillover; regional economic growth; spatial Durbin model

Evan Durbin (1906–1948),
Catherine Ellis, from Palgrave Macmillan (2019)
Keywords: Durbin, History of socialism, Labour Party, Economic planning, LSE, Fabian society, Ethical socialism, John Bowlby, Hugh Gaitskell

Testing for Consistency using Artificial Regressions,
Russell Davidson and James MacKinnon, from Economics Department, Queen's University (1987)
Keywords: Durbin-Hausman tests; information matrix tests; binary choice models; Lagrange multiplier tests

On using Durbin's h-test to validate the partial-adjustment model,
H. E. Doran, in Economics Letters (1986)

A Note on the Use of Durbin's h Test When the Equation is Estimated by Instrumental Variables,
Leslie Godfrey, in Econometrica (1978)

DURBINH: Stata module to calculate Durbin's h test for serial correlation,
Christopher Baum and Vince Wiggins, from Boston College Department of Economics (2002)
Keywords: time-series data, autocorrelation

LMANLSUR: Stata module to perform Overall System NL-SUR Autocorrelation Tests,
Emad Shehata, from Boston College Department of Economics (2012)
Keywords: Overall System NL-SUR Autocorrelation Tests, Harvey, Durbin-Watson, Guilkey

Testing endogeneity with high dimensional covariates,
Zijian Guo, Hyunseung Kang, T. Tony Cai and Dylan S. Small, in Journal of Econometrics (2018)
Keywords: Durbin–Wu–Hausman test; Endogeneity test; High dimensions; Instrumental variable; Invalid instruments; Power function;

On Bootstrap Validity for Specification Tests with Weak Instruments,
Firmin Doko Tchatoka, from University of Adelaide, School of Economics and Public Policy (2014)
Keywords: Exogeneity testing; Durbin-Wu-Hausman tests; weak instruments; bootstrap validity; asymptotic refinement.

Assessing the Durbin Amendment’s Debit Card Interchange Fee Cap: An Application of the “Tourist Test” to US Retailer Data,
Layne-Farrar Anne, in Review of Network Economics (2013)
Keywords: costs and benefits, debit cards, interchange fee, merchant indifference test, payments, tourist test

The Existence of Durbin's h-Statistic,
G L Murray, in Australian Economic Papers (1976)

Testing the Null of Stationarity in the Presence of Structural Breaks for Multiple Time Series,
Robert Taylor and Byung Chul Ahn, in Journal of Economics and Econometrics (2015)
Keywords: Stationarity, structural breaks, LM test, Sargan-Bhargava-Durbin-Hausman test, multiple time series.

James Durbin (1923–2012),
Andrew Harvey and David Bartholomew, from Palgrave Macmillan (2019)
Keywords: Probability, Sample survey methodology, Statistical theory, Test statistics, Time series

SPMSTARDXT: Stata module to Estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Panel Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Spatial, Cross Section, Panel Data, Regression, Panel mSTAR Spatial Durbin Model, (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests

On the Power of Invariant Tests for Hypotheses on a Covariance Matrix,
David Preinerstorfer and Benedikt Pötscher, from University Library of Munich, Germany (2014)
Keywords: power function, invariant test, autocorrelation, spatial correlation, zero-power trap, indistinguishability, Durbin-Watson test, Cliff-Ord test

Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests,
Robert H. Patrick, from Springer (2022)
Keywords: Panel data, Fixed effects, Random effects, Endogeneity, Strict exogeneity, Specification tests

Technology Spillover and TFP Growth: a Spatial Durbin Model,
Diego Legros, Marie-Claude Pichery and Aligui Tientao, from HAL (2015)
Keywords: Technology Spillover,TFP Growth,Spatial Durbin Model

Performance of MAX Test and Degree of Dominance Index in Predicting the Mode of Inheritance,
Zintzaras Elias and Santos Mauro, in Statistical Applications in Genetics and Molecular Biology (2012)
Keywords: genetic association, mode of inheritance, degree of dominance, h-index, MAX test

SPTOBITMSTARDXT: Stata module to estimate Tobit (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Panel Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Tobit, Regression, Spatial, Cross Section, Panel Data, Regression, Panel mSTAR Spatial Durbin Model, (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests

SPMSTARDHXT: Stata module to estimate (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Spatial, Cross Section, Panel Data, Regression, Panel mSTAR Spatial Durbin Model, (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression, Multiplicative Heteroscedasticity, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests

Specification tests for non-Gaussian maximum likelihood estimators,
Gabriele Fiorentini and Enrique Sentana, from Rimini Centre for Economic Analysis (2018)
Keywords: Durbin-Wu-Hausman Tests, Partial Adaptivity, Semiparametric Estimators, Singular Covariance Matrices

Specification tests for non-Gaussian maximum likelihood estimators,
Enrique Sentana and Gabriele Fiorentini, from C.E.P.R. Discussion Papers (2018)
Keywords: Durbin-wu-hausman tests; Partial adaptivity; Semiparametric estimators; Singular covariance matrices

Specification tests for non-Gaussian maximum likelihood estimators,
Gabriele Fiorentini and Enrique Sentana, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2018)
Keywords: Durbin-Wu-Hausman Tests, Partial Adaptivity, Semiparametric Estimators, Singular Covariance Matrices.

Specification Tests for Non-Gaussian Maximum Likelihood Estimators,
Gabriele Fiorentini and Enrique Sentana, from CEMFI (2018)
Keywords: Durbin-Wu-Hausman tests, partial adaptivity, semiparametric estimators, singular covariance matrices.

A simple back-of-the-envelope test for self-citations using Google Scholar author profiles,
Frode Eika Sandnes, in Scientometrics (2020)
Keywords: Self-citations, Test, Researcher, h-index, Publication metrics

A Formal Test of Competition in the Banking Sector of Pakistan: An Application of PR-H Statistic,
Mahmood ul Hasan Khan and Muhammad Hanif, from State Bank of Pakistan, Research Department (2017)
Keywords: Competition, Banking Market Structure, Panzar and Rosse H statistic

LMASEM: Stata module to perform Overall System Structural Equation Modeling (SEM) Autocorrelation Tests,
Emad Shehata, from Boston College Department of Economics (2012)
Keywords: SEM, Structural Equation Modeling, Overall System Autocorrelation Tests, Harvey LM Test, Durbin-Watson Test, Overall Harvey LM Test, Overall Guilkey LM Test

An Alternative Derivation of Durbin's h Statistic,
John Aldrich, in Econometrica (1978)

Efficient maximum approximated likelihood inference for Tukey’s g-and-h distribution,
Ganggang Xu and Marc G. Genton, in Computational Statistics & Data Analysis (2015)
Keywords: Approximated likelihood ratio test; Computationally efficient; Maximum approximated likelihood estimator; Skewness; Tukey’s g-and-h distribution;

A Note on the Durbin-Watson Test,
Christopher Jehn and Walter J. Wadycki, in The American Economist (1974)

The Robustness of the Durbin-Watson Test,
Robert Bartels and John Goodhew, in The Review of Economics and Statistics (1981)

Durbin-Hausman tests for cointegration,
In Choi, in Journal of Economic Dynamics and Control (1994)

A Generalization of the Durbin-Watson Test,
Peter Schmidt, in Australian Economic Papers (1972)

The Power of the Durbin-Watson Test,
John A Tillman, in Econometrica (1975)

Regional income convergence in India: A Bayesian Spatial Durbin Model approach,
Pushparaj Soundararajan, from University Library of Munich, Germany (2013)
Keywords: Convergence, Regional, Spatial Durbin Model and Bayesian

Completing h,
Keith R. Dienes, in Journal of Informetrics (2015)
Keywords: Citations; h-Index; Publications;

SPREGDHP: Stata module to estimate Spatial Panel Han-Philips Linear Dynamic Regression: Lag & Durbin Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Regression, Spatial, Panel, Cross Sections, Direct Marginal Effects, Elasticities, Random-Effects (RE), Fixed-Effects (FE), Between-Effects (BE), Han-Philips Linear Dynamic Panel Data, Moran MI Spatial Error Test, Spatial Panel Autocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests, Spatial Lag Panel Model, Spatial Durbin Panel Model

Testing the scope of superstatistical time series analysis: Application to the SYM-H geomagnetic index,
Ewin Sánchez, in Physica A: Statistical Mechanics and its Applications (2024)
Keywords: Superstatistics; SYM-H index; Time series analysis;

A Summary Catalogue of Microbial Drinking Water Tests for Low and Medium Resource Settings,
Robert Bain, Jamie Bartram, Mark Elliott, Robert Matthews, Lanakila McMahan, Rosalind Tung, Patty Chuang and Stephen Gundry, in IJERPH (2012)
Keywords: drinking-water quality; safe water; microbial water testing; faecal indicator bacteria; Escherichia coli ; coliform test; H 2 S test

Nash Smoothing on the Test Bench: $H_{\alpha}$ -Essential Equilibria,
Papatya Duman and Walter Trockel, from Center for Mathematical Economics, Bielefeld University (2020)
Keywords: 2-person bargaining games, α-symmetric Nash solution, Nash demand game, Nash soothing of games, $H_{\alpha}$-essential Nash equilibrium

Transfer Function Optimization Procedure for the H 2/H ∞ Problem,
G.O. Corrêa and D. M. Sales, in Journal of Optimization Theory and Applications (2003)
Keywords: H 2/H ∞ optimal control, linear control systems

On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note,
François-Éric Racicota and David Tessierc, from Department of Research, Ipag Business School (2023)
Keywords: Multihorizon causality; (p,h)-autoregression; Local projection IRF and GIRF; Conservative Monte Carlo test; VAR estimatio

SPTOBITMSTARDHXT: Stata Module to Estimate Tobit (m-STAR) Spatial Multiparametric Spatio Temporal AutoRegressive Regression: Spatial Durbin Multiplicative Heteroscedasticity Panel Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Tobit, Regression, Spatial, Cross Section, Panel Data, Regression, Panel mSTAR Spatial Durbin Model, (m-STAR) Multiparametric Spatio Temporal AutoRegressive Regression, Multiplicative Heteroscedasticity, Direct Marginal Effects, Elasticities, Moran MI Spatial Error Test, Spatial Panel Aautocorrelation Tests, Panel Heteroscedasticity Tests, Panel Non Normality Tests

A periodic Levinson-Durbin algorithm for entropy maximization,
Georgi N. Boshnakov and Sophie Lambert-Lacroix, in Computational Statistics & Data Analysis (2012)
Keywords: Maximum entropy method Partial autocorrelation Periodically correlated processes Periodic Levinson-Durbin algorithm

Levinson-Durbin algorithm as a Szegö polynomial recursion,
Seongbaek Yi and ByoungSeon Choi, in Computational Statistics (2002)
Keywords: Levinson-Durbin algorithm, Szegö orthonormal polynomials, Yule-Walker equations, AR model

Generalized Bayes Estimator for Spatial Durbin Model,
Anoop Chaturvedi, Shalabh and Sandeep Mishra, in Journal of Quantitative Economics (2021)
Keywords: Spatial econometric models, Spatial Durbin model, Generalized Bayes estimator, Minimaxity, Gauss hypergeometric function

The Durbin-Watson Ratio Under Infinite Variance Errors,
Peter Phillips and Mico Loretan, from Cowles Foundation for Research in Economics, Yale University (1989)
Keywords: Durbin-Watson ratio, von Neumann ratio, serial correlation, dynamic models, time series, asymptotic theory

Income convergence in Japan: A Bayesian spatial Durbin model approach,
Hajime Seya, Morito Tsutsumi and Yoshiki Yamagata, in Economic Modelling (2012)
Keywords: Income convergence; Bayesian spatial Durbin model; β-convergence; σ-convergence;

Effects of the Digital Economy on Carbon Emissions in China: A Spatial Durbin Econometric Analysis,
Xuan Chang and Jinye Li, in Sustainability (2022)
Keywords: digital economy; carbon emissions; spillover effects; spatial Durbin model

SPREGDPD: Stata module to estimate Spatial Panel Arellano-Bond Linear Dynamic Regression: Lag & Durbin Models,
Emad Shehata and Sahra Mickaiel, from Boston College Department of Economics (2013)
Keywords: Regression , Spatial , Panel , Cross Sections , Linear Dynamic Panel Regression , Han-Philips (2010) Linear Dynamic Panel Regression , Arellano-Bond Linear Dynamic Panel Regression , Arellano-Bond (1991) Linear Dynamic Panel Regression , Arellano-Bover/Blundell-Bond (1995, 1998) System Panel Regression , Direct Marginal Effects , Elasticities , Random-Effects (RE) , Fixed-Effects (FE) , Between-Effects (BE) , Moran MI Spatial Error Test , Spatial Panel Aautocorrelation Tests , Panel Heteroscedasticity Tests , Panel Non Normality Tests , Spatial Lag Panel Model , Spatial Durbin Panel Model

Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation,
Paul Shaman, in Journal of Multivariate Analysis (2010)
Keywords: Binomial coefficients Generalized Levinson-Durbin sequence Least squares estimator Levinson-Durbin sequence Partial correlations Yule-Walker estimator

The Kruskal-Wallis Test and Stochastic Homogeneity,
András Vargha and Harold D. Delaney, in Journal of Educational and Behavioral Statistics (1998)
Keywords: Keywords: ANOVA; Friedman’s G test; Kruskal-Wallis H test; Mann-Whitney test; measure of stochastic superiority; nonparametric ANOVA; stochastic equality; stochastic homogeneity

Construction of d(H)-disjunct matrix for group testing in hypergraphs,
Hong Gao, F. K. Hwang, My T. Thai, Weili Wu and Taieb Znati, in Journal of Combinatorial Optimization (2006)
Keywords: Group testing, Pooling designs, Complex, DNA library screening

The stochastic h-index,
Gopalan M. Nair and Berwin A. Turlach, in Journal of Informetrics (2012)
Keywords: h-Index; Stochastic h-index; Rational h-index; Real h-index; Bibliometric indicators; Stochastic model;

Socializing the h-index,
Graham Cormode, Qiang Ma, S. Muthukrishnan and Brian Thompson, in Journal of Informetrics (2013)
Keywords: h-Index; Social impact;

H. Winding Pedersen,
Niels Kærgård and Anders Ølgaard, in Nationaløkonomisk tidsskrift (2001)
Keywords: H. Winding Pedersen;

The h-index formalism,
Leo Egghe and Ronald Rousseau, in Scientometrics (2021)
Keywords: h-Index, Generalized h-index, Discrete and continuous case, Successive h-indices, Higher-order h-indices

The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statistic,
Maxwell King, in Journal of Econometrics (1981)

The single publication H-index and the indirect H-index of a researcher,
L. Egghe, in Scientometrics (2011)
Keywords: Single publication H-index, Indirect H-index

A rationale for the relation between the citer h-index and the classical h-index of a researcher,
L. Egghe, in Scientometrics (2013)
Keywords: Citer h-index, h-index, Hirsch index

Some Modified Versions of Durbin's h-Statistic,
Y. K. Tse, in The Review of Economics and Statistics (1985)

DURBINH: MATLAB module to calculate Durbin's h statistic,
Ludwig Kanzler, from Boston College Department of Economics (1998)

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory,
Firmin Doko Tchatoka and Jean-Marie Dufour, from CIRANO (2016)
Keywords: Exogeneity; Durbin-Wu-Hausman test; weak instrument; incomplete model; non-Gaussian; weak identification; identification robust; finite-sample theory; pivotal; invariance;Monte Carlo test; power.,

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory,
Firmin Doko Tchatoka and Jean-Marie Dufour, in Journal of Econometrics (2020)
Keywords: Exogeneity; Durbin–Wu–Hausman test; Weak instrument; Incomplete model; Non-Gaussian; Weak identification; Identification robust; Finite-sample theory; Pivotal; Invariance; Monte Carlo test; Power;

Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory,
Firmin Doko Tchatoka and Jean-Marie Dufour, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2016)
Keywords: exogeneity, Durbin-Wu-Hausman test, weak instrument, incomplete model, non-Gaussian, weak identification, identification robust, finite-sample theory, pivotal, invariance, Monte Carlo test, power

Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory,
Firmin Doko Tchatoka and Jean-Marie Dufour, from University of Adelaide, School of Economics and Public Policy (2016)
Keywords: Exogeneity; Durbin-Wu-Hausman test; weak instrument; incomplete model; non-Gaussian; weak identification; identification robust; finite-sample theory; pivotal; invariance; Monte Carlo test; power

On Durbin's and Sims' Residuals in Autocorrelation Tests,
Warren T Dent and Shirley Cassing, in Econometrica (1978)

Durbin-Hausman Tests for a Unit Root,
In Choi, in Oxford Bulletin of Economics and Statistics (1992)