The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data

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Abstract

This paper extends existing tables of bounds on critical values of the Durbin-Watson test for regressions with an intercept and regressions with an intercept plus a linear trend. It also presents tables of bounds for regressions with a full set of monthly seasonal dummy variables, both with and without a linear trend regressor.

Original languageEnglish
Pages (from-to)357-366
Number of pages10
JournalJournal of Econometrics
Volume21
Issue number3
DOIs
Publication statusPublished - Apr 1983

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