The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

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

Social Sciences, Economics, Econometrics +14

Testing for Serial Correlation in Least Squares Regression: I

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

Social Sciences, Biostatistics, Econometrics +10

Dependent Central Limit Theorems and Invariance Principles

D. L. McLeish · The Annals of Probability · 1974 · 598 citations · Full text

Natural Sciences, Mathematics, Probability Theory +9

Testing for Serial Correlation in Least Squares Regression. III

J. Durbin, G. S. Watson · Biometrika · 1971 · 315 citations

Social Sciences, Biostatistics, Econometrics +13

LOCAL ASYMPTOTIC MINIMAX AND ADMISSIBILITY IN ESTIMATION

Jaroslav Hájek · 1972 · 274 citations

Natural Sciences, Mathematics, Optimization +10