Using bordered matrices for Durbin-Watson d statistic evaluations
Journal Title: Central European Review of Economics and Finance - Year 2014, Vol 5, Issue 2
Abstract
In this paper the usage of bordered matrices for Durbin-Watson d statistic evaluation in linear time series model is presented. It is shown how to obtain this statistic without estimation of structural parameters and vector of residuals. As an example - the model of GDP growth in Poland, basing on empirical data from 1991-2013 - is shown.
Authors and Affiliations
Zbigniew Śleszyński
Keywords
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