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- Title
A NOTE ON WALLIS' BOUNDS TEST AND NEGATIVE AUTOCORRELATION.
- Authors
King, M. L.; Giles, D. E. A.
- Abstract
The article focuses on bounds tests and negative autocorrelation of Wallis. The test is the fourth-order analogue to that of Durbin and Watson. Wallis provides five per cent critical values of the bounds for two situations first when the k regressors include an intercept and when four quarterly seasonal dummy variables are included among the regressors. It is appropriate to obtain the bounds when testing for negative autocorrelation for the Durbin-Watson test. The arguments are supported by a theorem.
- Subjects
ECONOMETRICS; AUTOCORRELATION (Statistics); HYPOTHESIS; STATISTICAL correlation; STOCHASTIC processes; ECONOMICS; ECONOMIC models; MATHEMATICAL models of consumption; MATHEMATICAL economics
- Publication
Econometrica, 1977, Vol 45, Issue 4, p1023
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912690