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An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression

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  • Durbin, J

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  • Durbin, J, 1970. "An Alternative to the Bounds Test for Testing for Serial Correlation in Least-Squares Regression," Econometrica, Econometric Society, vol. 38(3), pages 422-429, May.
    • Handle: RePEc:ecm:emetrp:v:38:y:1970:i:3:p:422-29
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    Cited by:

    1. Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
    2. Dubbelman, C., 1971. "A Priori Fixed Covariance Matrices Of Disturbance Estimators," Econometric Institute Archives 272044, Erasmus University Rotterdam.
    3. Aihara, Yasuaki, 1988. "International comparison of causal relationships among selected social indicators and economic welfare," ISU General Staff Papers 1988010108000017609, Iowa State University, Department of Economics.
    4. Robert Nash Parker, 1980. "Correlation In Time Series Regression," Sociological Methods & Research, , vol. 9(1), pages 99-114, August.
    5. Roelf Bult, Jan & Leeflang, Peter S. H. & Wittink, Dick R., 1997. "The relative performance of bivariate causality tests in small samples," European Journal of Operational Research, Elsevier, vol. 97(3), pages 450-464, March.

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