The Durbin-Watson Test for Autocorrelation in Nonlinear Models
- 1 May 1992
- journal article
- Published by JSTOR in The Review of Economics and Statistics
- Vol. 74 (2) , 370
- https://doi.org/10.2307/2109675
Abstract
This paper shows a simple method for approximating the exact distribution of the Durbin-Watson Test Statistic for first-order autocorrelation in a nonlinear mod...Keywords
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