The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors
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Publication:4148876
DOI10.2307/1914122zbMath0372.62098OpenAlexW2080375052MaRDI QIDQ4148876
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Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914122
Related Items (3)
The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data ⋮ Constructing a switching regression with unknown switching points ⋮ Variable selection in panel models with breaks
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