The Durbin-Watson Test for Autocorrelation in Nonlinear Models
Kenneth J. White, White, Kenneth J. · AgEcon Search (University of Minnesota, USA) · 1990
This paper shows a simple method of approximating the exact distribution of the Durbin- Watson Test Statistic for first-order autocorrelation in a nonlinear model. The proposed Approximate Nonlinear Durbin-Watson (A.N.D.) test has good size and power when compared to alternatives.