作者chenhongen (昙)
看板Statistics
标题[问题] some problems about DW test
时间Sat Feb 3 15:29:17 2007
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
以上是我在写考古题的时候遇到有关於dw检定的问题
查了好多地方都没看到相关的观念，能否请大家帮我解惑一下
谢谢
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※ 发信站: 批踢踢实业坊(ptt.cc)
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1F：推 rocknieh:DW=Durbin Watson, 这是计量经济学的东西 02/04 02:05
2F：推 wwwwwww:G. S. Watson was Professor and Head of Department of 02/05 06:45
3F：→ wwwwwww:Statistics. Durbin, James is Emeritus Professor of 02/05 06:46
4F：→ wwwwwww:Statistics, London School of Economics and Political 02/05 06:47
5F：→ wwwwwww:Science. By the way, Watson was at Princeton U. 02/05 06:48
6F：推 wwwwwww:They are recognized as Statisticians rather than 02/05 06:51
7F：→ wwwwwww:Econometricians. 02/05 06:52
8F：推 wwwwwww:What can I say? The econometricans in Taiwan did make 02/05 07:02
9F：→ wwwwwww:better propaganda than the Statisticians. 02/05 07:03