THE LOCALLY UNBIASED 2-SIDED DURBIN-WATSON TEST

被引：4
|
作者：
GROSE, SD
KING, ML
机构：
[1] Monash University Clayton
来源：
ECONOMICS LETTERS | 1991年 / 35卷 / 04期
关键词：
D O I：
10.1016/0165-1765(91)90010-I
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
An algorithm for constructing locally unbiased two-sided critical regions for the Durbin-Watson test is presented. It can also be applied to other two-sided tests. Empirical calculations suggest that, at least for the Durbin-Watson test, the current practice of using equal-tailed critical values yields approximately locally unbiased critical regions. © 1991.
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页码：401 / 407
页数：7
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