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An Algorithm for Determining the Distribution Function of the Durbin-Watson Test Statistic

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  • L'Esperance, Wilford L
  • Chall, Daniel
  • Taylor, Daniel

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  • L'Esperance, Wilford L & Chall, Daniel & Taylor, Daniel, 1976. "An Algorithm for Determining the Distribution Function of the Durbin-Watson Test Statistic," Econometrica, Econometric Society, vol. 44(6), pages 1325-1326, November.
    • Handle: RePEc:ecm:emetrp:v:44:y:1976:i:6:p:1325-26
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    Cited by:

    1. M Tiefelsdorf & B Boots, 1995. "The Exact Distribution of Moran's I," Environment and Planning A, , vol. 27(6), pages 985-999, June.
    2. Sneek, J.M., 1982. "Some approximations to the exact distribution of sample autocorrelations for autoregressive moving average models," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. L. J. Perry, 1981. "Inflation in the USA, UK and Australia:Some Comparisons," The Economic Record, The Economic Society of Australia, vol. 57(4), pages 319-331, December.
    4. L W Hepple, 1998. "Exact Testing for Spatial Autocorrelation among Regression Residuals," Environment and Planning A, , vol. 30(1), pages 85-108, January.

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