The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:59, 8 February 2024
scientific article; zbMATH DE number 834220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors |
scientific article; zbMATH DE number 834220 |
Statements
The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (English)
0 references
8 August 1996
0 references
Durbin's tests
0 references
modified point optimal test
0 references
small-disturbance asymptotics
0 references
Durbin-Watson test
0 references
dynamic linear regression model
0 references
lagged dependent variables
0 references
accurate critical values
0 references
