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