{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,10]],"date-time":"2025-09-10T21:53:58Z","timestamp":1757541238486,"version":"3.38.0"},"reference-count":14,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":7991,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1988,12]]},"abstract":"<jats:p>Although originally designed to detect AR(1) disturbances in the linear-regression model, the Durbin-Watson test is known to have good power against other forms of disturbance behavior. In this paper, we identify disturbance processes involving any number of parameters against which the Durbin\u2013Watson test is approximately locally best invariant uniformly in a range of directions from the null hypothesis. Examples include the sum of<jats:italic>q<\/jats:italic>independent ARMA(1,1) processes, certain spatial autocorrelation processes involving up to four parameters, and a stochastic cycle model.<\/jats:p>","DOI":"10.1017\/s0266466600013426","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:12:04Z","timestamp":1287393124000},"page":"509-516","source":"Crossref","is-referenced-by-count":11,"title":["Locally Optimal Properties of the Durbin-Watson Test"],"prefix":"10.1017","volume":"4","author":[{"given":"Maxwell L.","family":"King","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Merran A.","family":"Evans","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"doi-asserted-by":"publisher","key":"S0266466600013426_ref014","DOI":"10.1080\/01621459.1986.10478340"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref009","DOI":"10.1016\/0165-1765(85)90073-4"},{"key":"S0266466600013426_ref002","first-page":"1","article-title":"Testing for serial correlation in least-squares regression III","volume":"58","author":"Durbin","year":"1971","journal-title":"Biometrika"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref005","DOI":"10.1214\/aoms\/1177729642"},{"key":"S0266466600013426_ref013","first-page":"477","article-title":"On the use of C(\u03b1) optimal tests of composite hypotheses","volume":"41","author":"Neyman","year":"1967","journal-title":"Bulletin of the International Statistical Institute"},{"key":"S0266466600013426_ref004","doi-asserted-by":"crossref","first-page":"216","DOI":"10.1080\/07350015.1985.10509453","article-title":"Trends and cycles in macroeconomic time series","volume":"3","author":"Harvey","year":"1985","journal-title":"Journal of Business and Economic Statistics"},{"key":"S0266466600013426_ref012","first-page":"25","article-title":"Contributions to the theory of testing statistical hypotheses, Part II","volume":"2","author":"Neyman","year":"1938","journal-title":"Statistical Research Memoirs"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref003","DOI":"10.1111\/j.1475-4932.1985.tb01997.x"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref010","DOI":"10.1080\/01621459.1986.10478320"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref006","DOI":"10.1016\/0304-4076(81)90058-0"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref001","DOI":"10.2307\/1925676"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref008","DOI":"10.1111\/j.1467-842X.1983.tb01193.x"},{"key":"S0266466600013426_ref011","doi-asserted-by":"crossref","first-page":"98","DOI":"10.1111\/j.2517-6161.1985.tb01335.x","article-title":"Locally best invariant tests of the error covariance matrix of the linear-regression model","volume":"B47","author":"King","year":"1985","journal-title":"Journal of the Royal Statistical Society"},{"doi-asserted-by":"publisher","key":"S0266466600013426_ref007","DOI":"10.2307\/2526375"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600013426","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,26]],"date-time":"2025-02-26T21:33:31Z","timestamp":1740605611000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600013426\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1988,12]]},"references-count":14,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1988,12]]}},"alternative-id":["S0266466600013426"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600013426","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"type":"print","value":"0266-4666"},{"type":"electronic","value":"1469-4360"}],"subject":[],"published":{"date-parts":[[1988,12]]}}}