The Durbin-Watson test and cross-sectional data

Maxwell L. King; Merran A. Evans

doi:10.1016/0165-1765(85)90073-4

The Durbin-Watson test and cross-sectional data

Maxwell L. King, Merran A. Evans

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

14 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 language	English
Pages (from-to)	31-34
Number of pages	4
Journal	Economics Letters
Volume	18
Issue number	1
DOIs	https://doi.org/10.1016/0165-1765(85)90073-4
Publication status	Published - 1985

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title = "The Durbin-Watson test and cross-sectional data",

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.",

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AU - Evans, Merran A.

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The Durbin-Watson test and cross-sectional data

Abstract

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