Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors

Econometrica: 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.

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

November 22, 2022

Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission and publication fees for papers in its three journals: Econometrica, Quantitative Economics and Theoretical Economics.
View

Log In


Forgot your password?