Some properties of the durbin-watson test after a preliminary t-TEST

David Giles

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5 Scopus citations


We consider the commonly encountered situation in which the application of the Durbin-Watson test for serial correlation in the errors of a linear regression model is preceded by a preliminary t-test for the significance of one of the regressors. The effect of such pre-testing on the size and power of the Durbin-Watson test is examined by means of a Monte Carlo experiment.

Original languageEnglish
Pages (from-to)219-227
Number of pages9
JournalJournal of Statistical Computation and Simulation
Issue number3-4
StatePublished - 1 Jul 1992
Externally publishedYes


  • Pre-testing
  • autocorrelation
  • conditional specification
  • regression model


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