The small sample bias of Durbin's tests for serial correlation: When one of the regressors is the lagged dependent variable and the null hypothesis is true
- 31 August 1975
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 3 (3) , 249-254
- https://doi.org/10.1016/0304-4076(75)90034-2
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated ErrorsEconometrica, 1973
- Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent VariablesEconometrica, 1970
- Use of the Durbin-Watson Statistic in Inappropriate SituationsEconometrica, 1966
- A Note on Serial Correlation Bias in Estimates of Distributed LagsEconometrica, 1961
- TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. IIBiometrika, 1951