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

1992 ◽  
pp. 229-236
Author(s):  
Maxwell L. King
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression

Testing for Serial Correlation in Least Squares Regression

Econometrica ◽  
1969 ◽  
Vol 37 (1) ◽  
pp. 169
Author(s):  
E. J. Hannan ◽  
R. D. Terrell
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION

Biometrika ◽  
1957 ◽  
Vol 44 (1-2) ◽  
pp. 57-66 ◽  
Author(s):  
E. J. HANNAN
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression

Testing for Serial Correlation in Least Squares Regression. III

Biometrika ◽  
1971 ◽  
Vol 58 (1) ◽  
pp. 1 ◽  
Author(s):  
J. Durbin ◽  
G. S. Watson
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression

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

Biometrika ◽  
1951 ◽  
Vol 38 (1/2) ◽  
pp. 177 ◽  
Author(s):  
J. Durbin ◽  
G. S. Watson
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression

Testing for Serial Correlation after Least Squares Regression

Econometrica ◽  
1968 ◽  
Vol 36 (1) ◽  
pp. 133 ◽  
Author(s):  
E. J. Hannan ◽  
R. D. Terrell
Keyword(s):  
Least Squares ◽  
Serial Correlation ◽  
Least Squares Regression
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