[問題] some problems about DW test

看板Statistics作者 (曇)時間19年前 (2007/02/03 15:29), 編輯推噓4(4推 0噓 5→)
留言9則, 2人參與, 最新討論串1/1
one student announces that the DWtest is invalid in the models with lagged dependent variables. Do you aggree him? please provide your reasons a solution for this problem 以上是我在寫考古題的時候遇到有關於dw檢定的問題 查了好多地方都沒看到相關的觀念，能否請大家幫我解惑一下 謝謝 -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.117.76.125
推
02/04 02:05, , 1F
DW=Durbin Watson, 這是計量經濟學的東西
02/04 02:05, 1F
推
02/05 06:45, , 2F
G. S. Watson was Professor and Head of Department of
02/05 06:45, 2F
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02/05 06:46, , 3F
Statistics. Durbin, James is Emeritus Professor of
02/05 06:46, 3F
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02/05 06:47, , 4F
Statistics, London School of Economics and Political
02/05 06:47, 4F
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02/05 06:48, , 5F
Science. By the way, Watson was at Princeton U.
02/05 06:48, 5F
推
02/05 06:51, , 6F
They are recognized as Statisticians rather than
02/05 06:51, 6F
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02/05 06:52, , 7F
Econometricians.
02/05 06:52, 7F
推
02/05 07:02, , 8F
What can I say? The econometricans in Taiwan did make
02/05 07:02, 8F
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02/05 07:03, , 9F
better propaganda than the Statisticians.
02/05 07:03, 9F
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