作者chenhongen (曇)
看板Statistics
標題[問題] some problems about DW test
時間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
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1F：推 rocknieh:DW=Durbin Watson, 這是計量經濟學的東西 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