The distribution of the Durbin-Watson statistic in integrated and near-integrated models.
The Durbin–Watson (DW) statistic can be used in testing for a unit root in time series regression. For this practical purpose, we calculate tabulated values of the critical points for various sample size and levels of significance when the true model is a first-order autoregression with a unit root...
| Publicado en: | Journal of Econometrics Vol. 61; pp. 367 - 383 |
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| Autores principales: | , |
| Formato: | Artículo |
| Publicado: |
Elsevier Science
April 1994
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |