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Using bordered matrices for Durbin-Watson d statistic evaluations

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Śleszyński Z.
Central European Review of Economics & Finance
|
2014
|
issue Vol. 5, No 2
51-60
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)
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Using Akaike's Criterion and Bordered Matrices for Initial Variable Selection for Econometric Model Evaluated with Least Squares Method

100%
Śleszyński Z.
Central European Review of Economics & Finance
|
2015
|
issue Vol. 9, No 3
69-79
EN
In this paper the usage of bordered matrices for selection of independent variables for econometric model evaluated with least squares method is shown. AIC was chosen as criterion of selection. Practical example of the method is also presented.(original abstract)
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