Durbin Watson Test Explained: Autocorrelation in Regression Analysis

The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.
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Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear ...

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...
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One-Step M-Estimators in the Linear Model, with Dependent Errors

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 22, No. 2 (Jun., 1994), pp. 219-231 (13 pages) We consider the problem of robust M-estimation of a vector of regression ...