Approximating the distribution of the durbin-watson statistic (Q3736732)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximating the distribution of the durbin-watson statistic |
scientific article |
Statements
Approximating the distribution of the durbin-watson statistic (English)
0 references
1986
0 references
testing for autocorrelation
0 references
power function
0 references
approximations
0 references
Durbin- Watson statistic
0 references
serial correlation
0 references
Edgeworth expansions
0 references