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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian, (2004)
On the Power of Invariant Tests for Hypotheses on a Covariance Matrix
Preinerstorfer, David, (2014)
Multivariate signed-rank tests in vector autoregressive order identification
Hallin, Marc, (2004)
The Application of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-normal Errors
King, M.L., (1995)
Estimation of Regression Disturbances Based on Minimum Message Length.
Laskar, M.R., (1996)
Improved Small Sample Midel selection Procedures.
King, M.L., (1996)