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 language | English |
|---|---|
| Pages (from-to) | 31-34 |
| Number of pages | 4 |
| Journal | Economics Letters |
| Volume | 18 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1985 |