A CRITIQUE OF RECENT METHODS FOR COMPUTING THE DISTRIBUTION OF THE DURBIN-WATSON AND OTHER INVARIANT TEST STATISTICS

被引：1

作者：

FAREBROTHER, RW ^{[1
]}

机构：

[1] VICTORIA UNIV MANCHESTER,FAC ECON & SOCIAL STUDIES,DEPT ECONOMETR & SOCIAL STAT,MANCHESTER M13 9PL,ENGLAND

来源：

STATISTICAL PAPERS | 1994年 / 35卷 / 04期

关键词：

D O I：

10.1007/BF02926430

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In recent papers Ansley, Kohn and Shively (SAK, 1990; AKS, 1992; KSA, 1993) have proposed methods for evaluating the null distribution of the Durbin-Watson and related statistics more rapidly than by the methods of Davies (1980) or Farebrother (1980, 1990). In this paper we discuss several problems concerning the numerical accuracy of these new procedures and recommend that practitioners intending to use them should do so with caution.

引用

页码：365 / 369

页数：5

共 49 条

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