Durbin–Watson statistic

Results: 130



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121Autoregressive conditional heteroskedasticity / Robert F. Engle / Mathematical finance / Heteroscedasticity-consistent standard errors / Heteroscedasticity / Volatility / Quantitative analyst / Economic model / Durbin–Watson statistic / Statistics / Econometrics / Time series analysis

DOC Document

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Source URL: pages.stern.nyu.edu

Language: English - Date: 2004-04-23 18:01:27
122Noise / Regression analysis / Estimation theory / Box–Jenkins / Autoregressive–moving-average model / Unit root / Durbin–Watson statistic / Time series / Partial autocorrelation function / Statistics / Time series analysis / Econometrics

96 PROC. OF THE 10th PYTHON IN SCIENCE CONF. (SCIPY 2011)

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Source URL: conference.scipy.org

Language: English - Date: 2014-01-28 07:27:22
123Time series analysis / Least squares / Statistical tests / Prais–Winsten estimation / Autocorrelation / Durbin–Watson statistic / Breusch–Godfrey test / Linear regression / Coefficient of determination / Statistics / Regression analysis / Econometrics

Title stata.com

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Source URL: www.stata.com

Language: English - Date: 2013-06-09 17:43:12
124Frisch–Waugh–Lovell theorem / Linear regression / Least squares / Errors and residuals in statistics / Durbin–Watson statistic / Instrumental variable / Seemingly unrelated regressions / Statistics / Regression analysis / Econometrics

A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem* Michael C. Lovell Wesleyan University

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Source URL: mlovell.web.wesleyan.edu

Language: English - Date: 2007-03-01 11:27:36
125Autocorrelation / Correlogram / Autocovariance / Correlation function / Standard error / Correlation and dependence / Covariance function / Autoregressive model / Durbin–Watson statistic / Statistics / Covariance and correlation / Time series analysis

3 Autocorrelation Autocorrelation refers to the correlation of a time series with its own past and future values. Autocorrelation is also sometimes called “lagged correlation” or “serial correlation”, which

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Source URL: www.ltrr.arizona.edu

Language: English - Date: 2012-12-26 12:43:55
126Econometrics / Mathematical finance / Microeconomics / Statistical tests / Solow residual / Cointegration / Cobb–Douglas production function / Unit root / Durbin–Watson statistic / Time series analysis / Statistics / Economics

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Source URL: www.ewi.uni-koeln.de

Language: English - Date: 2011-06-28 09:51:07
127Time series analysis / Durbin–Watson statistic / Linear regression / Least squares / Errors and residuals in statistics / Autoregressive conditional heteroskedasticity / Degrees of freedom / Spurious relationship / Econometric model / Statistics / Econometrics / Regression analysis

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Source URL: www.climateaudit.info

Language: English - Date: 2007-01-31 03:00:00
128Econometrics / Time series analysis / Denis Sargan / David Forbes Hendry / Mathematical economics / Economic model / Christopher A. Sims / Durbin–Watson statistic / OxMetrics / Statistics / Fellows of the Econometric Society / Economics

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Source URL: dido.econ.yale.edu

Language: English - Date: 2004-11-30 09:00:33
129Computational statistics / Data analysis / Econometrics / Bootstrapping / Resampling / Breusch–Godfrey test / Bootstrap aggregating / Durbin–Watson statistic / Non-parametric statistics / Statistics / Statistical inference / Statistical tests

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Source URL: cran.r-project.org

Language: English - Date: 2004-10-04 04:59:04
130Linear regression / Least squares / Grinnell College / Durbin–Watson statistic / Logistic regression / Statistics / Regression analysis / Econometrics

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Source URL: www.math.grinnell.edu

Language: English - Date: 2013-02-03 22:58:03
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