The Durbin-Watson test and cross-sectional data

Maxwell L. King, Merran A. Evans

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Abstract

This note presents some models of disturbance behaviour that may be useful in regression models based on cross-sectional data with a degree of natural ordering. The Durbin-Watson test is shown to approximately locally best invariant against these models.

Original languageEnglish
Pages (from-to)31-34
Number of pages4
JournalEconomics Letters
Volume18
Issue number1
DOIs
Publication statusPublished - 1985

Cite this