The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables

DOI10.2307/1911419MaRDI QIDQ3920523zbMATH OpenOpenAlexFDO

Authors Maxwell L. King

Publication date 1981

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911419

zbMATH Keywords

Durbin-Watson testlinear trendquarterly seasonal dummy variablesregression boundsserial correlation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Statistical tables (62Q05)

Cited in

(7)

• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
• Testing for autoregressive against moving average errors in the linear regression model
• The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data
• A new test for fourth-order autoregressive disturbances
• Smoothing spline based tests for nonlinearity in a partially linear model
• Higher order generalisation of first order autoregressive tests
• A point optimal test for autoregressive disturbances

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