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

DOI10.2307/1911249zbMATH Open0569.62081OpenAlexW2050665127MaRDI QIDQ3685901FDOQ3685901

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.

This page was built for publication: A New Approximation of the Critical Point of the Durbin-Watson Test for Serial Correlation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685901)