The Durbin-Watson test and cross-sectional data

DOI10.1016/0165-1765(85)90073-4MaRDI QIDQ375079zbMATH OpenOpenAlexFDO

Authors Merran A. Evans, Maxwell L. King

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90073-4

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3742425 (Why is no real title available?)
• scientific article; zbMATH DE number 3550043 (Why is no real title available?)
• TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
• Testing for Autocorrelation with Missing Observations
• Testing for a Serially Correlated Component in Regression Disturbances
• The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives
• The Power of Tests for Autocorrelation with Missing Observations
• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic

Cited in

(1)

• The Class of Models for Which the Durbin-Watson Test is Locally Optimal

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