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On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative

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  • Fomby, Thomas B.
  • Guilkey, David K.

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  • Fomby, Thomas B. & Guilkey, David K., 1978. "On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative," Journal of Econometrics, Elsevier, vol. 8(2), pages 203-213, October.
    • Handle: RePEc:eee:econom:v:8:y:1978:i:2:p:203-213
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    Cited by:

    1. Denyse L. Dagenais & Marcel Dagenais, 1995. "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers 95s-13, CIRANO.
    2. Diebold, Francis X. & Lamb, Russell L., 1997. "Why are estimates of agricultural supply response so variable?," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 357-373.
    3. Granger, Clive W. J. & King, Maxwell L. & White, Halbert, 1995. "Comments on testing economic theories and the use of model selection criteria," Journal of Econometrics, Elsevier, vol. 67(1), pages 173-187, May.
    4. Dagenais, Marcel G. & Dagenais, Denyse L., 1997. "Higher moment estimators for linear regression models with errors in the variables," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 193-221.
    5. Krishna, Kala & Ozyildirim, Ataman & Swanson, Norman R., 2003. "Trade, investment and growth: nexus, analysis and prognosis," Journal of Development Economics, Elsevier, vol. 70(2), pages 479-499, April.
    6. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    7. Marcel Dagenais & Pierre Mohnen & Pierre Therrien, 1997. "Do Canadian Firms Respond to Fiscal Incentives to Research and Development?," CIRANO Working Papers 97s-34, CIRANO.
    8. Reif, Jiri, 2007. "Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk," Journal of Econometrics, Elsevier, vol. 140(2), pages 413-424, October.
    9. Dagenais, Marcel & Mohnen, Pierre & Therrien, Pierre, 2004. "Les firmes canadiennes répondent-elles aux incitations fiscales à la recherche-développement?," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 175-205, Juin-Sept.
    10. Jae H. Kim & In Choi, 2021. "Choosing the Level of Significance: A Decision‐theoretic Approach," Abacus, Accounting Foundation, University of Sydney, vol. 57(1), pages 27-71, March.
    11. Ronald W. Butler & Marc S. Paolella, 2017. "Autoregressive Lag—Order Selection Using Conditional Saddlepoint Approximations," Econometrics, MDPI, vol. 5(3), pages 1-33, September.

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