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Durbin-Watson Statistic

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Abstract

The well-known Durbin–Watson, or DW, statistic, which was proposed by Durbin and Watson (1950, 1951), is used for testing the null hypothesis that the error terms of a linear regression model are serially independent.

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Bibliography

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  • Durbin, J., and G. Watson. 1950. Testing for serial correlation in least squares regression I. Biometrika 37: 409–428.

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Authors and Affiliations

  1. http://link.springer.com/referencework/10.1057/978-1-349-95121-5

    James G. MacKinnon

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  1. James G. MacKinnon
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© 2018 Macmillan Publishers Ltd.

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MacKinnon, J.G. (2018). Durbin-Watson Statistic. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_2200

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