Belsley, David A. - In: Computational Economics 16 (2000) 1/2, pp. 5-45
Prior research (Belsley, 1997) has established that the common tests for single orders of serial correlation (e.g., Durbin–Watson, artificial regression) are badly distorted and result in grossly misleading tests in small samples. A corrected t-statistic has been derived that removes these...