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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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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