Performance of the Durbin-Watson Test and WLS Estimation when the Disturbance Term Includes Serial Dependence in Addition to First-Order Autocorrelation

DOI10.2307/2287777zbMath0482.62056OpenAlexW4243987877MaRDI QIDQ3940674

D. Monarchi, J. E. Weber

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2287777

zbMATH Keywords

robustnesspowerweighted least squares estimates

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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