THE DURBIN-WATSON TEST FOR AUTOCORRELATION IN NONLINEAR MODELS

被引：75

作者：

WHITE, KJ ^{[1
]}

机构：

[1] UNIV CANTERBURY,CHRISTCHURCH 1,NEW ZEALAND

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1992年 / 74卷 / 02期

关键词：

D O I：

10.2307/2109675

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper shows a simple method for 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.

引用

页码：370 / 373

页数：4

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