Testing for a Serially Correlated Component in Regression Disturbances

DOI10.2307/2526375zbMath0524.62119OpenAlexW2028070212MaRDI QIDQ3036563

Maxwell L. King

Publication date: 1982

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526375

zbMATH Keywords

white noisebiasautoregressive processlocally best invariantempirical power comparisonregression disturbancesDurbin- Watson test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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The Durbin-Watson test and cross-sectional data ⋮ Testing for a slowly changing level with special reference to stochastic volatility

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