Testing for a Serially Correlated Component in Regression Disturbances

DOI10.2307/2526375zbMATH Open0524.62119OpenAlexW2028070212MaRDI QIDQ3036563FDOQ3036563

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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