The Econometric SocietyEconometrica: Nov 1977, Volume 45, Issue 8
The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors
https://doi.org/0012-9682(197711)45:8<1989:TDTFSC>2.0.CO;2-D
p.
1989-1996
Kenneth J. White, N. E. Savin
This paper presents extended tables for the Durbin and Watson [3 and 4] bounds test. The tables can be used for samples with 6 to 200 observations and for as many as 20 regressors.Log In To View Full Content