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

Maxwell L. King

doi:10.1016/0304-4076(83)90050-7

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

Maxwell L. King

Econometrics & Business Statistics

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

8 Citations (Scopus)

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 language	English
Pages (from-to)	357-366
Number of pages	10
Journal	Journal of Econometrics
Volume	21
Issue number	3
DOIs	https://doi.org/10.1016/0304-4076(83)90050-7
Publication status	Published - Apr 1983

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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.",

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AB - 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.

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

Abstract

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