Testing for Serial Correlation after Least Squares Regression

Econometrica ◽

10.2307/1909608 ◽

1968 ◽

Vol 36 (1) ◽

pp. 133 ◽

Cited By ~ 20

Author(s):

E. J. Hannan ◽

R. D. Terrell

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Testing for Serial Correlation in Least Squares Regression. II

Springer Series in Statistics - Breakthroughs in Statistics ◽

10.1007/978-1-4612-4380-9_21 ◽

1992 ◽

pp. 260-266

Author(s):

J. Durbin ◽

G. S. Watson

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Introduction to Durbin and Watson (1950, 1951) Testing for Serial Correlation in Least Squares Regression. I, II

Springer Series in Statistics - Breakthroughs in Statistics ◽

10.1007/978-1-4612-4380-9_19 ◽

1992 ◽

pp. 229-236

Author(s):

Maxwell L. King

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Testing for Serial Correlation in Least Squares Regression

Econometrica ◽

10.2307/1909232 ◽

1969 ◽

Vol 37 (1) ◽

pp. 169

Author(s):

E. J. Hannan ◽

R. D. Terrell

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

Biometrika ◽

10.1093/biomet/44.1-2.57 ◽

1957 ◽

Vol 44 (1-2) ◽

pp. 57-66 ◽

Cited By ~ 18

Author(s):

E. J. HANNAN

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Locally Robust Tests for Serial Correlation in Least Squares Regression

The Annals of Statistics ◽

10.1214/aos/1176345143 ◽

1980 ◽

Vol 8 (5) ◽

pp. 1065-1070 ◽

Cited By ~ 25

Author(s):

Takeaki Kariya

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression ◽

Robust Tests

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Testing for Serial Correlation in Least Squares Regression. III

Biometrika ◽

10.2307/2334313 ◽

1971 ◽

Vol 58 (1) ◽

pp. 1 ◽

Cited By ~ 59

Author(s):

J. Durbin ◽

G. S. Watson

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Corrections to Part I: Testing for Serial Correlation in Least Squares Regression: I

Biometrika ◽

10.2307/2332326 ◽

1951 ◽

Vol 38 (1/2) ◽

pp. 177 ◽

Cited By ~ 10

Author(s):

J. Durbin ◽

G. S. Watson

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Testing for Serial Correlation in Least Squares Regression. I

Springer Series in Statistics - Breakthroughs in Statistics ◽

10.1007/978-1-4612-4380-9_20 ◽

1992 ◽

pp. 237-259 ◽

Cited By ~ 2

Author(s):

J. Durbin ◽

G. S. Watson

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression

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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets

Economics Letters ◽

10.1016/j.econlet.2017.03.021 ◽

2017 ◽

Vol 155 ◽

pp. 104-110 ◽

Cited By ~ 3

Author(s):

Meiyu Li ◽

Ramazan Gençay

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression ◽

Unknown Form

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Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

Econometrica ◽

10.2307/1909547 ◽

1970 ◽

Vol 38 (3) ◽

pp. 410 ◽

Cited By ~ 590

Author(s):

J. Durbin

Keyword(s):

Least Squares ◽

Serial Correlation ◽

Least Squares Regression ◽

Dependent Variables

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