INVESTIGADORES
ABRIL Juan Carlos
artículos
Título:
Approximate distribution of Durbin-Watson test statistic in non-linear regression models
Autor/es:
ABRIL, JUAN CARLOS; MAEKAWA, KOICHI
Revista:
Revista de la Sociedad Argentina de Estadística
Editorial:
Sociedad Argentina de Estadística
Referencias:
Lugar: Córdoba; Año: 1997 vol. 1 p. 9 - 26
ISSN:
0329-5583
Resumen:
This paper derives second and sometimes third order approximations to the density of the Durbin-Watson test statistic d for a non-linear regression model under both the null and non-null hypotheses. To derive the approximations we follow Durbin´s (1980a) method for obtaining asymptotic expansions for the densities of sufficient estimators.
