LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Critical values for the Durbin-Watson test in large samples

Photo from wikipedia

ABSTRACT This paper estimates functional relationships between the Durbin-Watson critical bounds and the sample size. The functions estimated provide a quick and easy way to calculate critical values for sample… Click to show full abstract

ABSTRACT This paper estimates functional relationships between the Durbin-Watson critical bounds and the sample size. The functions estimated provide a quick and easy way to calculate critical values for sample sizes not reported as standard in books of statistical tables. They also allow estimation of the sample sizes necessary for the convergence of the Durbin-Watson lower and upper bounds to those derived from the normal distribution and each other. Our results indicate that what constitutes a ‘large’ sample is highly sensitive to the number of independent variables in the regression equation.

Keywords: critical values; durbin watson; values durbin; test large; large samples; watson test

Journal Title: Applied Economics Letters
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.