The Durbin-Watson test and cross-sectional data

DOI10.1016/0165-1765(85)90073-4zbMath1273.62161OpenAlexW2008160772MaRDI QIDQ375079

Merran A. Evans, Maxwell L. King

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90073-4

Mathematics Subject Classification ID

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

Cites Work

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• The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
• Testing for a Serially Correlated Component in Regression Disturbances
• The Estimated Power of Several Tests for Autocorrelation with Non-First- Order Alternatives
• Testing for Autocorrelation with Missing Observations
• The Power of Tests for Autocorrelation with Missing Observations
• TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES

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