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Critical values for the Durbin-Watson test in large samples

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Published in 2019 at "Applied Economics Letters"

DOI: 10.1080/13504851.2019.1691711

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… read more here.

Keywords: critical values; durbin watson; values durbin; test large ... See more keywords