An Asymptotic Approximation to the Probability Density Function of the Durbin Watson Test Statistic
Economics, Econometrics and the LINK: Essays in Honor of Lawrence R.Klein
ISBN: 978-0-44481-787-7, eISBN: 978-1-84950-855-1
Publication date: 30 January 1995
Citation
Nagar, A.L. and Sharma, P.D. (1995), "An Asymptotic Approximation to the Probability Density Function of the Durbin Watson Test Statistic", Dutta, M.J. (Ed.) Economics, Econometrics and the LINK: Essays in Honor of Lawrence R.Klein (Contributions to Economic Analysis, Vol. 226), Emerald Group Publishing Limited, Leeds, pp. 75-86. https://doi.org/10.1108/S0573-8555(1995)0000226009
Publisher
:Emerald Group Publishing Limited
Copyright © 1995, Emerald Group Publishing Limited