Asymptotic distribution of Durbin-Watson statistic

DOI10.1016/0165-1765(87)90243-6zbMATH Open1328.62088OpenAlexW1984726750WikidataQ126297111 ScholiaQ126297111MaRDI QIDQ899983FDOQ899983

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

• Title not available (Why is that?)
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Asymptotic distribution of least squares estimator and a test statistic in linear regression models
• Title not available (Why is that?)
• On Fixed-Width Confidence Bounds for Regression Parameters

Cited In (1)

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

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