Search found 3 matches
- Tue May 08, 2012 6:55 am
- Forum: Econometric Discussions
- Topic: Durban Watson to bring higher
- Replies: 0
- Views: 1511
Durban Watson to bring higher
Hi there, I want do bring the Durban Watson in a system higher, what possibilities I have? Many thx in advance
- Tue May 08, 2012 6:47 am
- Forum: Estimation
- Topic: AR in a system
- Replies: 1
- Views: 1852
AR in a system
Hi there,
can anyone help me with following question: I am trying to introduce an AR term in a system, but not sure how to do that.
can anyone help me with following question: I am trying to introduce an AR term in a system, but not sure how to do that.
- Wed May 02, 2012 9:16 am
- Forum: Econometric Discussions
- Topic: 3SLS with low durban watson- how can that be?
- Replies: 1
- Views: 1958
3SLS with low durban watson- how can that be?
Our model uses a three-stage least squares but our durbin watson statistic still indicates a fair deal of autocorrelation is present Why is this the case? Are our estimators still BLUE?