Asymptotic distribution of Durbin-Watson statistic

DOI10.1016/0165-1765(87)90243-6MaRDI QIDQ899983zbMATH OpenOpenAlexWikidataFDO

Authors Muni S. Srivastava

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(87)90243-6

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 4128271 (Why is no real title available?)
• Asymptotic distribution of least squares estimator and a test statistic in linear regression models
• On Fixed-Width Confidence Bounds for Regression Parameters
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

Cited in

(1)

• A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking

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