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://www.jstor.org/stable/1914122
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.

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