Critical values for the Durbin-Watson test in large samples

Autor:	Paul Turner
Rok vydání:	2019
Předmět:	Economics and Econometrics 050208 finance Durbin–Watson statistic Sample size determination 0502 economics and business 05 social sciences Statistics 050207 economics Mathematics
Zdroj:	Applied Economics Letters. 27:1495-1499
ISSN:	1466-4291 1350-4851
DOI:	10.1080/13504851.2019.1691711
Popis:	This paper estimates functional relationships between the Durbin-Watson critical bounds and the sample size. The functions estimated provide a quick and easy way to calculate critical values for sa...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::d398c4eb82af34af427ab8c18dd84454 https://doi.org/10.1080/13504851.2019.1691711 Zobrazit plný text záznamu