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- Durbin–Watson_statistic abstract "In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941). Durbin and Watson (1950, 1951) applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Later, John Denis Sargan and Alok Bhargava developed several von Neumann–Durbin–Watson type test statistics for the null hypothesis that the errors on a regression model follow a process with a unit root against the alternative hypothesis that the errors follow a stationary first order autoregression (Sargan and Bhargava, 1983). Note that the distribution of this test statistic does not depend on the estimated regression coefficients and the variance of the errors.".
- Durbin–Watson_statistic wikiPageExternalLink dwcrit.htm.
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- Durbin–Watson_statistic wikiPageRevisionID "683285564".
- Durbin–Watson_statistic wikiPageWikiLink Alok_Bhargava.
- Durbin–Watson_statistic wikiPageWikiLink Annals_of_Mathematical_Statistics.
- Durbin–Watson_statistic wikiPageWikiLink Autocorrelation.
- Durbin–Watson_statistic wikiPageWikiLink Autoregression.
- Durbin–Watson_statistic wikiPageWikiLink Autoregressive.
- Durbin–Watson_statistic wikiPageWikiLink Autoregressive_model.
- Durbin–Watson_statistic wikiPageWikiLink Autoregressive_moving_average_model.
- Durbin–Watson_statistic wikiPageWikiLink Autoregressive–moving-average_model.
- Durbin–Watson_statistic wikiPageWikiLink Bias_of_an_estimator.
- Durbin–Watson_statistic wikiPageWikiLink Biometrika.
- Durbin–Watson_statistic wikiPageWikiLink Category:Econometrics.
- Durbin–Watson_statistic wikiPageWikiLink Category:Statistical_tests.
- Durbin–Watson_statistic wikiPageWikiLink Category:Time_series_analysis.
- Durbin–Watson_statistic wikiPageWikiLink Cochrane–Orcutt_estimation.
- Durbin–Watson_statistic wikiPageWikiLink Correlation_dimension.
- Durbin–Watson_statistic wikiPageWikiLink Denis_Sargan.
- Durbin–Watson_statistic wikiPageWikiLink Design_matrix.
- Durbin–Watson_statistic wikiPageWikiLink EViews.
- Durbin–Watson_statistic wikiPageWikiLink Econometrica.
- Durbin–Watson_statistic wikiPageWikiLink Errors_and_residuals.
- Durbin–Watson_statistic wikiPageWikiLink Errors_and_residuals_in_statistics.
- Durbin–Watson_statistic wikiPageWikiLink Geoffrey_Watson.
- Durbin–Watson_statistic wikiPageWikiLink James_Durbin.
- Durbin–Watson_statistic wikiPageWikiLink John_Denis_Sargan.
- Durbin–Watson_statistic wikiPageWikiLink John_von_Neumann.
- Durbin–Watson_statistic wikiPageWikiLink MATLAB.
- Durbin–Watson_statistic wikiPageWikiLink Mark_Thoma.
- Durbin–Watson_statistic wikiPageWikiLink Mathematica.
- Durbin–Watson_statistic wikiPageWikiLink Microsoft_Excel.
- Durbin–Watson_statistic wikiPageWikiLink Minitab.
- Durbin–Watson_statistic wikiPageWikiLink Normal_distribution.
- Durbin–Watson_statistic wikiPageWikiLink Null_hypothesis.
- Durbin–Watson_statistic wikiPageWikiLink Ordinary_least_squares.
- Durbin–Watson_statistic wikiPageWikiLink PACF.
- Durbin–Watson_statistic wikiPageWikiLink Panel_data.
- Durbin–Watson_statistic wikiPageWikiLink Partial_autocorrelation_function.
- Durbin–Watson_statistic wikiPageWikiLink Python_(programming_language).
- Durbin–Watson_statistic wikiPageWikiLink R_(programming_language).
- Durbin–Watson_statistic wikiPageWikiLink Regression_analysis.
- Durbin–Watson_statistic wikiPageWikiLink Review_of_Economic_Studies.
- Durbin–Watson_statistic wikiPageWikiLink SAS_(software).
- Durbin–Watson_statistic wikiPageWikiLink SPSS.
- Durbin–Watson_statistic wikiPageWikiLink Sample_size.
- Durbin–Watson_statistic wikiPageWikiLink Sample_size_determination.
- Durbin–Watson_statistic wikiPageWikiLink Stata.
- Durbin–Watson_statistic wikiPageWikiLink Statistical_significance.
- Durbin–Watson_statistic wikiPageWikiLink Statistics.
- Durbin–Watson_statistic wikiPageWikiLink Test_statistic.
- Durbin–Watson_statistic wikiPageWikiLink The_Review_of_Economic_Studies.
- Durbin–Watson_statistic wikiPageWikiLink Time-series_regression.
- Durbin–Watson_statistic wikiPageWikiLink Time_series.
- Durbin–Watson_statistic wikiPageWikiLink Unit_root.
- Durbin–Watson_statistic wikiPageWikiLinkText "Durbin's h statistic".
- Durbin–Watson_statistic wikiPageWikiLinkText "Durbin–Watson statistic".
- Durbin–Watson_statistic wikiPageWikiLinkText "Durbin–Watson statistic#Durbin h-statistic".
- Durbin–Watson_statistic wikiPageWikiLinkText "Durbin–Watson stats.".
- Durbin–Watson_statistic wikiPageWikiLinkText "autocorrelated residuals".
- Durbin–Watson_statistic hasPhotoCollection Durbin–Watson_statistic.
- Durbin–Watson_statistic id "51.0".
- Durbin–Watson_statistic title "Econometrics lecture".
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- Durbin–Watson_statistic subject Category:Econometrics.
- Durbin–Watson_statistic subject Category:Statistical_tests.
- Durbin–Watson_statistic subject Category:Time_series_analysis.
- Durbin–Watson_statistic type Thing.
- Durbin–Watson_statistic comment "In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941).".
- Durbin–Watson_statistic label "Durbin–Watson statistic".
- Durbin–Watson_statistic sameAs Durbin-Watson-Test.
- Durbin–Watson_statistic sameAs Estadístico_de_Durbin-Watson.
- Durbin–Watson_statistic sameAs Test_de_Durbin-Watson.
- Durbin–Watson_statistic sameAs Statistica_di_Durbin-Watson.
- Durbin–Watson_statistic sameAs Durbin-Watson.
- Durbin–Watson_statistic sameAs m.0crl6l.
- Durbin–Watson_statistic sameAs Критерий_Дарбина_—_Уотсона.
- Durbin–Watson_statistic sameAs Durbin-Watson_istatistiği.
- Durbin–Watson_statistic sameAs Критерій_Дарбіна-Уотсона.
- Durbin–Watson_statistic sameAs Thống_kê_Durbin–Watson.
- Durbin–Watson_statistic sameAs Q1266851.
- Durbin–Watson_statistic sameAs Q1266851.
- Durbin–Watson_statistic sameAs 杜宾-瓦特森统计量.
- Durbin–Watson_statistic wasDerivedFrom Durbin–Watson_statistic?oldid=683285564.
- Durbin–Watson_statistic isPrimaryTopicOf Durbin–Watson_statistic.