The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
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Publication:3920523
DOI10.2307/1911419zbMath0467.62098OpenAlexW2019204832MaRDI QIDQ3920523
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911419
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical tables (62Q05)
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Higher order generalisation of first order autoregressive tests ⋮ 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 ⋮ A point optimal test for autoregressive disturbances
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