Approximating the distribution of the durbin-watson statistic (Q3736732)

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scientific article; zbMATH DE number 3969907
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    Approximating the distribution of the durbin-watson statistic
    scientific article; zbMATH DE number 3969907

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      Approximating the distribution of the durbin-watson statistic (English)
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      1986
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      testing for autocorrelation
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      power function
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      approximations
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      Durbin- Watson statistic
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      serial correlation
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      Edgeworth expansions
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