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The Robustness of the Durbin-Watson Test

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  • Bartels, Robert
  • Goodhew, John

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  • Bartels, Robert & Goodhew, John, 1981. "The Robustness of the Durbin-Watson Test," The Review of Economics and Statistics, MIT Press, vol. 63(1), pages 136-139, February.
    • Handle: RePEc:tpr:restat:v:63:y:1981:i:1:p:136-39
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    Cited by:

    1. Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The limiting power of autocorrelation tests in regression models with linear restrictions," Discussion Paper Series In Economics And Econometrics 0405, Economics Division, School of Social Sciences, University of Southampton.
    2. Mitch Kunce, 2023. "Political Death Creep: Revisited Using Hausman-Taylor," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(1), pages 1-2.
    3. Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The limiting power of autocorrelation tests in regression models with linear restrictions," Discussion Paper Series In Economics And Econometrics 405, Economics Division, School of Social Sciences, University of Southampton.
    4. Navarre, Jeremy T. & Frazier, Jeremy A., 2022. "Econometric analysis of factors influencing commercial helicopter operators’ stock returns in the gulf of Mexico," Journal of Air Transport Management, Elsevier, vol. 99(C).
    5. 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.

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