The Durbin-Watson Test for Autocorrelation in Nonlinear Models

This paper shows a simple method of approximating the exact distribution of the Durbin- Watson Test Statistic for first-order autocorrelation in a nonlinear model. The proposed Approximate Nonlinear Durbin-Watson (A.N.D.) test has good size and power when compared to alternatives.


Issue Date:
Feb 02 1990
Publication Type:
Working or Discussion Paper
Language:
English
Total Pages:
16




 Record created 2017-09-11, last modified 2017-09-11

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)