Durbin's h Test <Back to Last Page>     <Full Glossary>

Definition of Durbin's h Test: Durbin's h test is an algorithm for detecting autocorrelation in the errors of a time series regression. The implicit citation is to Durbin (1970). The h statistic is asymptotically distributed normally if the hypothesis that there is no autocorrelation. (Econterms)

Terms related to Durbin's h Test:
None

About.Com Resources on Durbin's h Test:
None

Writing a Term Paper? Here are a few starting points for research on Durbin's h Test:

Books on Durbin's h Test:
None

Journal Articles on Durbin's h Test:
None

<Return to Main Page>