TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. I

Abstract

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. I J. DURBIN, J. DURBIN Department of Applied Economics, University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar G. S. WATSON G. S. WATSON Department of Applied Economics, University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 37, Issue 3-4, December 1950, Pages 409–428, https://doi.org/10.1093/biomet/37.3-4.409 Published: 01 December 1950