The locally unbiased two-sided Durbin—Watson test

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 yie...

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Veröffentlicht in:	Economics letters 1991, Vol.35 (4), p.401-407
Hauptverfasser:	Grose, Simone D., King, Maxwell L.
Format:	Artikel
Sprache:	eng
Schlagworte:	Economic calculations
Online-Zugang:	Volltext
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