Robustness to nonnormality of the Durbin-Watson test for autocorrelation

A-Tier

Journal: Journal of Econometrics

Year: 1993

Volume: 57

Issue: 1-3

Pages: 117-136

Authors (2)

Ali, Mukhtar M. (not in RePEc) Sharma, Subhash C. (Southern Illinois University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count