A New Approximation of the Critical Point of the Durbin-Watson Test for Serial Correlation

DOI10.2307/1911249zbMath0569.62081OpenAlexW2050665127MaRDI QIDQ3685901

Ki-Jun Jeong

Publication date: 1985

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911249

zbMATH Keywords

time seriescritical pointserial correlationDurbin-Watson test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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Bootstrap tests for autocorrelation.

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