Diagnostic testing a time series regression with zero-one dummies

2026/07/25 by Philip Hans Franses, Mikhail Muradov

paper · doi:10.1016/j.econlet.2026.113172

Citations

• The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
• Testing for Autocorrelation with Missing Observations