USE OF THE DURBIN‐WATSON STATISTIC WITH LAGGED DEPENDENT VARIABLES

DOI10.1111/J.1467-999X.1977.TB00572.XMaRDI QIDQ4197929zbMATH OpenOpenAlexFDO

Authors Andre Sapir

Publication date 1977

Published in Metroeconomica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-999x.1977.tb00572.x

zbMATH Keywords

Durbin-Watson statisticlagged dependent variablesfirst-order autoregressive processfirst-order serial correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3276280 (Why is no real title available?)
• A Note on Serial Correlation Bias in Estimates of Distributed Lags

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