A New Approximation of the Critical Point of the Durbin-Watson Test for Serial Correlation

DOI10.2307/1911249MaRDI QIDQ3685901zbMATH OpenOpenAlexFDO

Authors Ki-Jun Jeong

Publication date 1985

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911249

zbMATH Keywords

serial correlationtime seriescritical pointDurbin-Watson test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cited in

(1)

• Bootstrap tests for autocorrelation.

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