Concepedia

Durbin-watson Test

The Durbin-Watson Test is a statistical hypothesis test used to detect the presence of autocorrelation at lag one in the residuals from a regression analysis, distinguished by its specific focus on first-order serial correlation through a test statistic that ranges between zero and four.

351

Publications

31.6K

Citations

825

Authors

447

Institutions

Publications per year

2017–2026

136

Parents

Publications

351

Efficient tests for normality, homoscedasticity and serial independence of regression residuals

Carlos M. Jarque, Anil K. Bera · Economics Letters · 1980 · 4.2K citations

, , +12

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

, , +14

Applied Spatial Econometrics: Raising the Bar

J. Paul Elhorst · Spatial Economic Analysis · 2010 · 1.7K citations · Full text

, , +13

Testing for Serial Correlation in Least Squares Regression: I

J. Durbin, G. S. Watson · Biometrika · 1950 · 949 citations

, , +10

Serial Correlation and the Fixed Effects Model

Alok Bhargava, Louis R. Franzini, W. Narendranathan · The Review of Economic Studies · 1982 · 846 citations

, , +17

1–5 of 351

Authors

825

  1. ML
    Maxwell L. King

    Monash University, Australia

    10 publications · 442 citations

    10

    h-index

  2. JD
    J. Durbin

    London School of Economics and Political Science, United Kingdom

    7 publications · 5.1K citations

    7

    h-index

  3. AP
    A. P. J. Abrahamse

    Siena College, United States

    6 publications · 146 citations

    6

    h-index

  4. MM
    Mukhtar M. Ali

    University of Kentucky, United States

    4 publications · 108 citations

    4

    h-index

  5. ME
    Merran Evans

    Monash University, Australia

    4 publications · 60 citations

    4

    h-index

1–5 of 825

Institutions

447

  1. Monash University

    Melbourne, Australia

    11 h-index

    23 publications

    839 citations

  2. London School of Economics and Political Science

    London, United Kingdom

    7 h-index

    9 publications

    6.9K citations

  3. Australian National University

    Canberra, Australia

    6 h-index

    8 publications

    9.9K citations

  4. The Ohio State University

    Columbus, United States

    6 h-index

    7 publications

    270 citations

  5. Chinese Academy of Sciences

    Beijing, China

    5 h-index

    11 publications

    372 citations

  6. Peking University

    Beijing, China

    5 h-index

    25 publications

    2.3K citations

  7. Wuhan University

    Wuhan, China

    5 h-index

    11 publications

    707 citations

  8. Guizhou University of Finance and Economics

    Guiyang, China

    4 h-index

    12 publications

    224 citations

1–8 of 447

Venues

  1. Econometrica

    19 publications · 3.4K citations

    17

    h-index

  2. Biometrika

    19 publications · 7.5K citations

    16

    h-index

  3. Sustainability

    19 publications · 679 citations

    16

    h-index

  4. Journal of the American Statistical Association

    19 publications · 580 citations

    15

    h-index

  5. Journal of Econometrics

    15 publications · 538 citations

    15

    h-index

1–5