Testing for a Serially Correlated Component in Regression Disturbances

DOI10.2307/2526375MaRDI QIDQ3036563zbMATH OpenOpenAlexFDO

Authors 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

biaswhite noiseautoregressive processempirical power comparisonlocally best invariantregression disturbancesDurbin- Watson test

Mathematics Subject Classification ID

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

Cited in

(2)

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

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