Browsing The Economic and Social Review, Vol. 28, No. 4, October, 1997 by Subject "Quantitative methods"

Now showing items 1-2 of 2

    • On the small sample distribution of the R/S statistic 

      Harrison, Michael; Treacy, Glenn (Economic & Social Studies, Dublin, 1997)
      This paper gives an account of the RlS statistic and its known properties. It assesses the adequacy of the asymptotic distribution of the statistic in the case of samples of small and moderate size, and suggests an improved ...

    • Tightening Durbin-Watson bounds 

      Conniffe, Denis (Economic & Social Studies, Dublin, 1997)
      The null distribution of the Durbin-Watson statistic, used in testing for serial correlation in regression disturbances, depends on the explanatory variable values. Although modern computing power makes it feasible to ...