Turner_Durbin-Watson Test Paper Sept 2019 Revised version.pdf (228.56 kB)
Critical values for the Durbin-Watson test in large samples
journal contribution
posted on 2019-11-08, 14:31 authored by Paul TurnerThis paper estimates functional relationships between the Durbin-Watson critical bounds and the sample size. The functions estimated provide a quick and easy way to calculate critical values for sample sizes not reported as standard in books of statistical tables. They also allow estimation of the sample sizes necessary for the convergence of the Durbin-Watson lower and upper bounds to those derived from the normal distribution and each other. Our results indicate that what constitutes a ‘large’ sample is highly sensitive to the number of independent variables in the regression equation.
History
School
- Business and Economics
Department
- Economics
Published in
Applied Economics LettersVolume
27Issue
18Pages
1495 - 1499Publisher
Taylor & Francis (Routledge)Version
- AM (Accepted Manuscript)
Rights holder
© Informa UK Limited, trading as Taylor & Francis GroupPublisher statement
This is an Accepted Manuscript of an article published by Taylor & Francis in Applied Economics Letters on 12 November 2019, available online: http://www.tandfonline.com/10.1080/13504851.2019.1691711.Acceptance date
2019-11-07Publication date
2019-11-12Copyright date
2019ISSN
1350-4851eISSN
1466-4291Publisher version
Language
- en
Depositor
Prof Paul Turner Deposit date: 8 November 2019Usage metrics
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