USE OF THE DURBIN‐WATSON STATISTIC WITH LAGGED DEPENDENT VARIABLES

DOI10.1111/j.1467-999X.1977.tb00572.xzbMath0411.62063OpenAlexW2063052119MaRDI QIDQ4197929

Andre Sapir

Publication date: 1977

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-999x.1977.tb00572.x

zbMATH Keywords

Durbin-Watson statisticlagged dependent variablesfirst-order autoregressive processfirst-order serial correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Unnamed Item
• A Note on Serial Correlation Bias in Estimates of Distributed Lags

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