The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data

DOI10.1016/0304-4076(83)90050-7zbMath0503.62083OpenAlexW1494494204MaRDI QIDQ1173368

Maxwell L. King

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90050-7

zbMATH Keywords

serial correlationlinear trendDurbin-Watson testmonthly seasonal dummy variablestables of bounds on critical values

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical tables (62Q05)

Cites Work

• The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
• The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
• The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
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