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The Durbin-Watson Test for Serial Correlation When There Is No Intercept in the Regression

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  • Farebrother, R W

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  • Farebrother, R W, 1980. "The Durbin-Watson Test for Serial Correlation When There Is No Intercept in the Regression," Econometrica, Econometric Society, vol. 48(6), pages 1553-1563, September.
    • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:6:p:1553-63
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    1. Palm, F.C. & Sneek, J.M., 1981. "Some econometric applications of the exact distribution of the ratio of two quadratic forms in normal variates," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. Neil R. Ericsson, 1986. "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 691-707.
    3. Xiang Lin & Martin Thomas Falk, 2022. "Nordic stock market performance of the travel and leisure industry during the first wave of Covid-19 pandemic," Tourism Economics, , vol. 28(5), pages 1240-1257, August.
    4. Laura Bisio & Filippo Moauro, 2018. "Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 72(4), pages 471-494, November.
    5. Banerjee, A.N., 1997. "The sensitivity of estimates, inferences and forecasts of linear models," Other publications TiSEM 3238733e-f996-4fd9-95ec-0, Tilburg University, School of Economics and Management.
    6. Phillips, Peter C. B. & Loretan, Mico, 1991. "The Durbin-Watson ratio under infinite-variance errors," Journal of Econometrics, Elsevier, vol. 47(1), pages 85-114, January.
    7. M Tiefelsdorf & B Boots, 1995. "The Exact Distribution of Moran's I," Environment and Planning A, , vol. 27(6), pages 985-999, June.
    8. Cui, Qiang & Kuang, Hai-bo & Wu, Chun-you & Li, Ye, 2014. "The changing trend and influencing factors of energy efficiency: The case of nine countries," Energy, Elsevier, vol. 64(C), pages 1026-1034.
    9. Sneek, J.M. & Smits, J., 1990. "An approximation to the distribution of quadratic forms in many normal variables," Serie Research Memoranda 0049, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    10. Jürgen Faik, 2012. "Impacts of an Ageing Society on Macroeconomics and Income Inequality: The Case of Germany since the 1980s," SOEPpapers on Multidisciplinary Panel Data Research 518, DIW Berlin, The German Socio-Economic Panel (SOEP).
    11. Fulvio Castellacci & Isabel Alvarez, 2006. "Innovation, Diffusion and Cumulative Causation: Changes in the Spanish Growth Regime, 1960-2001," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(2), pages 223-241.
    12. 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.
    13. Elam, Emmett W. & Holder, Shelby H., 1985. "An Evaluation Of The Rice Outlook And Situation Price Forecasts," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(2), pages 1-7, December.
    14. Bullard, James & Duffy, John, 2001. "Learning And Excess Volatility," Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 272-302, April.
    15. Banerjee, A.N. & Magnus, J.R., 1996. "Testing the Sensitivity of OLS when the Variance Maxtrix is (Partially) Unknown," Discussion Paper 1996-54, Tilburg University, Center for Economic Research.
    16. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    17. Sarantis Kalyvitis, 2003. "Public Investment Rules and Endogenous Growth with Empirical Evidence From Canada," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(1), pages 90-110, February.
    18. Tao, Hung-Lin & Stinson, Thomas F., 1997. "An Alternative Measure of Human Capital Stock," Bulletins 7466, University of Minnesota, Economic Development Center.
    19. Banerjee, Anurag N. & Magnus, Jan R., 1999. "The sensitivity of OLS when the variance matrix is (partially) unknown," Journal of Econometrics, Elsevier, vol. 92(2), pages 295-323, October.
    20. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
    21. Grant, Darren, 1999. "Recycling and market power: A more general model and re-evaluation of the evidence1," International Journal of Industrial Organization, Elsevier, vol. 17(1), pages 59-80, January.
    22. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    23. Johnsson, Helena & Kaplan, Peter, 1999. "An Econometric Study of Private Consumption Expenditure in Sweden," Working Papers 70, National Institute of Economic Research.
    24. Parrott, Scott D. & Eastwood, David B., 1998. "Incorporating Seasonality, Product Volume, And Shiller Lags Into A Price Linkage Model," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20837, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    25. H. E. Cha & Raymond Jay Lim, 2024. "Model‐based estimation in monetary policy inertia and it's another possibility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2077-2094, April.

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