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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  • EP ID EP167288
  • DOI -
  • Views 85
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How To Cite

Zbigniew Śleszyński (2014). Using bordered matrices for Durbin-Watson d statistic evaluations. Central European Review of Economics and Finance, 5(2), 51-60. https://europub.co.uk./articles/-A-167288