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Journal Article TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II Get access J. DURBIN, J. DURBIN London School of Economics Search for other works by this author on: Oxford Academic Google Scholar G. S. WATSON G. S. WATSON Department of Applied Economics, University of Cambridge Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 38, Issue 1-2, June 1951, Pages 159–178, https://doi.org/10.1093/biomet/38.1-2.159 Published: 01 June 1951
Durbin et al. (Mon,) studied this question.