This paper recommends the use of the usual Durbin-Watson test for the serial independence of errors on a classical regression equation in the presence of occasional gaps in the data. Journal ...

This is a preview. Log in through your library . Oxford University Press is a department of the University of Oxford. It furthers the University's objective of excellence in research, scholarship, and ...

When regression is performed on time series data, the errors may not be independent. Often errors are autocorrelated; that is, each error is correlated with the error ...

In this example, the Grunfeld series are estimated using different estimation methods. Refer to Maddala (1977) for details of the Grunfeld investment data set. For comparison, the Yule-Walker method, ...