An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression

J. Durbin

Type: Article

Publication Date: 1970-05-01

Citations: 76

DOI: https://doi.org/10.2307/1909548

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Econometrica - View

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+ PDF Chat	Residuals and Influence in Regression.	1984	Anthony L. Robinson R. Dennis Cook Sanford Weisberg
+ PDF Chat	On a new test for autocorrelation in least squares regression	1971	A. P. J. Abrahamse A. S. Louter
+ PDF Chat	On typical characteristics of economic time series and the relative qualities of five autocorrelation tests	1978	C. Dubbelman A. S. Louter A. P. J. Abrahamse
+	Linear unbiased approximators of the disturbances in the standard linear model	1985	R. W. Farebrother
+ PDF Chat	A priori fixed covariance matrices of disturbance estimators	1972	C. Dubbelman
+	AN EXAMINATION OF THE EIGENVECTOR CONDITION IN THE DURBIN-WATSON TEST	1983	Shirley Cassing Kenneth J. White
+ PDF Chat	Bibliography	1998	Norman R. Draper Harry Smith
+	The Estimated Power of Several Tests for Autocorrelation with Non-First-Order Alternatives	1976	V. Kerry Smith
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Works Cited by This (3)

Action	Title	Year	Authors
+	Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals	1969	J. Durbin
+	Orthonormal Bases of Error Spaces and Their Use for Investigating the Normality and Variances of Residuals	1967	Joseph Putter
+	Economic, Fluctuations in the United States 1921-41.	1951	G. Penrice Lawrence R. Klein