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Journal of the American Statistical Association Volume 77, 1982 - Issue 377
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Theory and Method

Performance of the Durbin-Watson Test and WLS Estimation When the Disturbance Term Includes Serial Dependence in Addition to First-Order Autocorrelation

Jean E. Weber Department of Statistics, The University of Arizona, Tucson, AZ, 85721, USA
&
David E. Monarchi University of Colorado, Boulder, CO, 80303, USA
Pages 117-128 | Received 01 Mar 1976, Published online: 12 Mar 2012

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