Critical values for the Durbin-Watson test in large samples
Year of publication: |
2020
|
---|---|
Authors: | Turner, Paul |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 27.2020, 18, p. 1495-1499
|
Subject: | convergence of distribution | Durbin-Watson statistic | Schätztheorie | Estimation theory |
-
On the Durbin-Watson statistic based on a Z-test in large samples
Lee, Mei-Yu, (2016)
-
A diagnostic for autocorrelation of the disturbances in regression models
Carota, Cinzia, (1998)
-
On the power of durbin-watson statistic against fractionally integrated processes
Tsay, W., (1998)
- More ...
-
Turner, Paul, (2001)
-
Yan, Meilan, (2014)
-
Perraton, Jonathan, (1999)
- More ...