The Locally Unbiased Two-Sided Durbin-Watson Test

An algorithm for. constructing locally unbiased two-sided critical regions for the Durbin-Watson test is presented. It can also be applied to other two-sided tests. Empirical calculations suggest that, at least for the Durbin-Watson test, the current practice of using equal-tailed critical values yields approximately locally unbiased critical regions.


Issue Date:
Nov 01 1990
Publication Type:
Working or Discussion Paper
Record Identifier:
http://ageconsearch.umn.edu/record/267135
Language:
English
Total Pages:
16
Series Statement:
Working Paper No. 17/90




 Record created 2018-01-24, last modified 2018-01-25

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