Autocorrelation with heteroscedastldty: A note on the robustness of the Durbln-Watson, Geary and Henshaw tests
异方差下的自相关:Durbin–Watson、Geary 与 Henshaw 检验的稳健性
The paper reports on a Monte Carlo experiment investigating the effect of the simultaneous occurrence of autocorrelation and heteroscedasticity on the powers of the Durbin-Wateon, Geary and Henshaw tests.