PL EN


2014 | Vol. 5, No 2 | 51-60
Article title

Using bordered matrices for Durbin-Watson d statistic evaluations

Content
Title variants
Languages of publication
EN
Abstracts
EN
In this paper the usage of bordered matrices for Durbin-Watson d statistic evaluation in linear time series model is presented. It is shown how to obtain this statistic without estimation of structural parameters and vector of residuals. As an example - the model of GDP growth in Poland, basing on empirical data from 1991-2013 - is shown.(original abstract)
Year
Issue
Pages
51-60
Physical description
Contributors
  • Kazimierz Pułaski University of Technology and Humanities in Radom, Poland
References
  • Charemza W. W., Deadman D. F. 1997. Nowa ekonometria. Warszawa: Polskie Wydawnictwo Ekonomiczne.
  • Gajda J. B. 2004. Ekonometria Wykład i łatwe obliczenia w programie komputerowym. Warszawa: Wydawnictwo C.H. Beck.
  • Górecki B. J. 2010. Ekonometria podstawy teorii i praktyki. Warszawa: Wydawnictwo Key Text.
  • Kolupa M., Śleszyński Z. 2010. Algebra macierzy brzegowych z zastosowaniami. Warszawa: Wydawnictwo C.H. Beck.
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.cejsh-element-000171322083
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.