Using bordered matrices for Durbin-Watson d statistic evaluations
Journal Title: Central European Review of Economics and Finance - Year 2014, Vol 5, Issue 2
Abstract
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.
Authors and Affiliations
Zbigniew Śleszyński
Keywords
Related Articles
- EP ID EP167288
- DOI -
- Views 77
- Downloads 0
The Risk of Globalisation for the Stability of Financial Markets - the Case of the European Union
The way the global market economy is developing, includes the risk of destabilisation related to uneven pace of growth and changes in the structure of economy and financial markets. As has been shown by recent experience...
Financial Holding Company as a Means for Pursuing Development Strategy for Banks on the United States Market
The aim of this paper is an attempt to answer the question whether creating financial holding companies facilitates the implementation of banks' business development strategies, attracting new customers and increasing ma...
Sources of Knowledge and Networking as Conditions for Development of Innovative Undertakings in Poland
Start-up enterprises play a vital role in the knowledge economy, commonly acting as links between invention and innovation. Their development depends on an efficient start-up ecosystem including institutional environment...
Classifying occupational threats posed to knowledge workers as a response to one of the social aspects of sustainable development concerning occupational health and safety
The goal of this study was to discover, weather using different multidimensional exploratory techniques in self-assessing occupational threats by knowledge workers brings logical classification of variables and if obtain...
Economic infrastructure as factor of the region's competitiveness
Cultural potential of the country can be an important factor in its economic development. The underlying assumption of using cultural potential for the development of cultural tourism is maintenance of buildings and obje...