The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors (Q4860432)
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scientific article; zbMATH DE number 834220
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| 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)
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8 August 1996
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Durbin's tests
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modified point optimal test
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small-disturbance asymptotics
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Durbin-Watson test
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dynamic linear regression model
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lagged dependent variables
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accurate critical values
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0.7948349118232727
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0.7926988005638123
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