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search results for `Durbin Watson statistic` |u:www.landecon.cam.ac.uk
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WP0405
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp04-05.pdf19 Oct 2023: 1. A Soft Landing for the US Property Market? Philip Arestis1 and Elias Karakitsos2. CEPP WORKING PAPER NO. 04/05. April 2005. Department of Land Economy 19 Silver Street Cambridge CB3 9EP Telephone: 01223 337147. 1 University Director of Research, -
APPLIED PAPER
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp10-05.pdf19 Oct 2023: Watson statistic, which, in a correctly specified model, is approximately distributed as. ... level. The Durbin-Watson statistic rejects the hypothesis of autocorrelation except in. -
MODELLING THE HOUSING MARKET IN OECD COUNTRIES
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp02-13.pdf19 Oct 2023: Italy and Switzerland (80%). The second column displays the Durbin Watson statistic,. ... These low values of the Durbin Watson statistic for the long-run equations are not a problem, since according to this cointegration procedure the lack of -
Elsevier Editorial System(tm) for Journal of Development Economics…
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp11-05.pdf19 Oct 2023: estimation in each country; DW is the Durbin-Watson statistic, which, in a correctly. ... level. The Durbin-Watson statistic rejects the hypothesis of autocorrelation except in the. -
BANK CREDIT AND THE HOUSING MARKET
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp01-13.pdf19 Oct 2023: value of the Durbin Watson statistics, which are not close to 2 since there is. ... 51%) and Spain (49%). Table 2B also reports the Durbin Watson statistic, whose. -
CCEPPWP0705
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp07-05.pdf19 Oct 2023: STRUCTURAL SHIFTS IN UK UNEMPLOYMENT 1980-2002: THE TWIN IMPACTS OF FINANCIAL DEREGULATION AND. COMPUTERISATION. By M. C. Baddeley Centre for Economic and Public Policy, Cambridge UK. CEPP WORKING PAPER NO. 07/05. September 2005. Department of Land -
RESIDENTIAL CONSTRUCTION ACTIVITY IN OECD ECONOMIES
https://www.landecon.cam.ac.uk/sites/default/files/2023-03/wp03-13.pdf19 Oct 2023: 30We applied the the Cointegrating Regression Durbin Watson test (Sargan and Bhargava, 1983; Engle and Granger, 1987) to avoid the acceptance of spurious estimations as long-run equilibrium relationships. ... statistic, whose null hypothesis is rejected -
(06.95_118.tp)
https://www.landecon.cam.ac.uk/sites/default/files/2023-05/rerc-wp-17-04-fuerst-ares.pdf19 Oct 2023: Exhibit 7. Granger Causality Test. Variable Lags F-statistic Prob. SPI. Hp 3 2.3122 0.0866. ... Prob (F-statistic) 0.0000. Durbin Watson stat. 2.1562. Breusch-Pagan-Godfrey 0.6685. Ramsey RESET 0.8911.
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