Refer to Exercise 12.15. Since the d value shown there is of little use in detecting (first-order)

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Refer to Exercise 12.15. Since the d value shown there is of little use in detecting (first-order) autocorrelation (why?), how would you test for autocorrelation in this case?

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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Question Posted: May 29, 2018 04:25 AM

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Refer to Exercise 12.15. Since the d value shown there is of little use in detecting (first-order)

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Here n 19 and d 254 Although the sample is not very large just to illust...View the full answer

Basic Econometrics

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