Durbin-Watson tests for serial correlation in regressions with missing observations
- 1 March 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 27 (3) , 371-381
- https://doi.org/10.1016/0304-4076(85)90012-0
Abstract
No abstract availableThis publication has 21 references indexed in Scilit:
- On the Use of Durbin-Watson Type Statistics Where There are Missing ObservationsJournal of the Royal Statistical Society: Series D (The Statistician), 1982
- The alternative Durbin-Watson test: An assessment of Durbin and Watson's choice of test statisticJournal of Econometrics, 1981
- Dummy variables and predictive tests for structural changeEconomics Letters, 1980
- Robust Tests for Spherical Symmetry and Their Application to Least Squares RegressionThe Annals of Statistics, 1980
- The use of indicator variables in computing predictionsJournal of Econometrics, 1980
- On Testing for Two Outliers or One Outlier in Two-Way TablesTechnometrics, 1978
- Detecting Outliers. II. Supplementing the Direct Analysis of ResidualsPublished by JSTOR ,1975
- Spectral Analysis with Regularly Missed ObservationsThe Annals of Mathematical Statistics, 1962
- Computing the distribution of quadratic forms in normal variablesBiometrika, 1961
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. IIBiometrika, 1951