Testing First Order Autocorrelation: A Simple Parametric Bootstrap Approach to Improve Over the Standard Tests
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DOI: 10.1080/01966324.2018.1519475
Abstract: SYNOPTIC ABSTRACT To test the existence of first order autocorrelation, the most commonly used method is the Durbin-Watson Test (DWT), and almost all math-stat software/packages have DWT built in them. However, it should be noted… read more here.
Keywords: first order; bootstrap approach; approach improve; test ... See more keywords