INVESTIGADORES
ABRIL Juan Carlos
congresos y reuniones científicas
Título:
Approximate distribution of Durbin-Watson test statistic in non-linear regression models
Autor/es:
ABRIL, JUAN CARLOS; MAEKAWA, KOICHI
Lugar:
Beijing
Reunión:
Congreso; 50th Session of The International Statistical Institute (ISI); 1995
Institución organizadora:
The International Statistical Institute (ISI)
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.
