THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION - BOUNDS FOR REGRESSIONS WITH TREND AND-OR SEASONAL DUMMY VARIABLES

被引：29

|

作者：

KING, ML

机构：

来源：

ECONOMETRICA | 1981年 / 49卷 / 06期

关键词：

D O I：

10.2307/1911419

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：1571 / 1581

页数：11

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[1] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION - BOUNDS FOR REGRESSIONS USING MONTHLY DATA
KING, ML
[J]. JOURNAL OF ECONOMETRICS, 1983, 21 (03) : 357 - 366
[2] DURBIN-WATSON TESTS FOR SERIAL-CORRELATION IN REGRESSIONS WITH MISSING OBSERVATIONS
DUFOUR, JM
DAGENAIS, MG
[J]. JOURNAL OF ECONOMETRICS, 1985, 27 (03) : 371 - 381
[3] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION WHEN THERE IS NO INTERCEPT IN THE REGRESSION
FAREBROTHER, RW
[J]. ECONOMETRICA, 1980, 48 (06) : 1553 - 1563
[4] THE DURBIN-WATSON BOUNDS TEST AND REGRESSIONS WITHOUT AN INTERCEPT
KING, ML
[J]. AUSTRALIAN ECONOMIC PAPERS, 1981, 20 (36) : 161 - 170
[5] DURBIN-WATSON TEST FOR SERIAL-CORRELATION WITH EXTREME SAMPLE SIZES OR MANY REGRESSORS
SAVIN, NE
WHITE, KJ
[J]. ECONOMETRICA, 1977, 45 (08) : 1989 - 1996
[6] A NEW APPROXIMATION OF THE CRITICAL-POINT OF THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION
JEONG, KJ
[J]. ECONOMETRICA, 1985, 53 (02) : 477 - 482
[7] THE POWER OF THE DURBIN-WATSON TEST FOR REGRESSIONS WITHOUT AN INTERCEPT
KRAMER, W
[J]. JOURNAL OF ECONOMETRICS, 1985, 28 (03) : 363 - 370
[8] A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking
Bercua, Bernard
Portier, Bruno
Vazquez, Victor
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2015, 88 (12) : 2611 - 2618
[9] EVALUATION OF POWER OF DURBIN-WATSON STATISTIC FOR NON-FIRST ORDER SERIAL CORRELATION ALTERNATIVES
BLATTBER.RC
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1973, 55 (04) : 508 - 515
[10] The replacement of the Neumann trend test and the Durbin-Watson test on residuals by one-way ANOVA with resampling and an extension of the tests to different time lags
Toth, Gergely
[J]. JOURNAL OF CHEMOMETRICS, 2010, 24 (3-4) : 140 - 148