The Durbin-Watson Test for Autocorrelation in Nonlinear Models

White, Kenneth J.

doi:10.2307/2109675

Cited by 95 publications

(58 citation statements)

References 2 publications

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“…1 5 According to White (1992) the Wald statistic is given by: W = n 1 /2´r where n corresponds to the number of observations and r represents the autocorrelation coe cient. and Wales (1987) and Kohli (1991Kohli ( , 1994, the failure of curvature conditions is common in empirical estimations of¯exible functional forms.…”

Section: I Data Estimati On and Curvature Condi Tionsmentioning

confidence: 99%

The role of imports in expanding the demand gap between skilled and unskilled labour in the US

Tombazos¹

1999

Applied Economics

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A unit cost function is employed, in the context of the production theory approach, to estimate the Allen - Uzawa effect of aggregate imports on skilled and unskilled labour in the US. The model corrects for two ubiquitous shortcomings of similar studies: (i) their disregard for the role of nonmanufactured imports, including imports of services, in domestic production, and (ii) their inability to capture, in addition to the conventional domestic-output-substitution effects of the Stolper-Samuelson variety, the impact of imports on the demand for primary factors that is generated via domestic factor-using downstream processes. To circumvent curvature related problems, often associated with similar studies that do not invoke separability, we combine the global imposition of concavity with a symmetric normalized quadratic representation of the unit cost function (that remains flexible after curvature enforcing reparametrizations). The results confirm the notion that imports hurt unskilled labour. However, they also reveal a previously ignored positive impact of aggregate imports on the demand for skilled labour that is qualitatively independent of the measure of skill employed. This result is attributed to skill intensive downstream processes of aggregate imports and reaffirms the importance of 'downstream handling' in stimulating labour demand first identified by Aw and Roberts (Review of Economics and Statistics, 67, 109-17, 1985).

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Section: I Data Estimati On and Curvature Condi Tionsmentioning

confidence: 99%

The role of imports in expanding the demand gap between skilled and unskilled labour in the US

Tombazos¹

1999

Applied Economics

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“…In order to test the AR(1) specification against the alternative of an AR(2) specification, we employed the Godfrey Lagrange multiplier test for non-linear regression models (Godfrey 1988, p. 117;White 1992). This test statistic has a critical value of 6.635, which implies acceptance of the AR(1) process at a 1 percent level for all our specifications (see Table 3).…”

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confidence: 99%

Contribution to productivity or pork barrel? The two faces of infrastructure investment

Cadot¹,

Röller²,

Stephan³

2006

Journal of Public Economics

220

136

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Standard-Nutzungsbedingungen:Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden.Sie dürfen die Dokumente nicht für öffentliche oder kommerzielle Zwecke vervielfältigen, öffentlich ausstellen, öffentlich zugänglich machen, vertreiben oder anderweitig nutzen.Sofern die Verfasser die Dokumente unter Open-Content-Lizenzen (insbesondere CC-Lizenzen) zur Verfügung gestellt haben sollten, gelten abweichend von diesen Nutzungsbedingungen die in der dort genannten Lizenz gewährten Nutzungsrechte. www.econstor.eu Terms of use: Documents in Revised version October 2004Abstract This paper proposes a simultaneous-equation approach to the estimation of the contribution of transport infrastructure accumulation to regional growth. We model explicitly the political-economy process driving infrastructure investments; in doing so, we eliminate a potential source of bias in production-function estimates and generate testable hypotheses on the forces that shape infrastructure policy. Our empirical findings on a panel of France's regions over 1985-92 suggest that electoral concerns and influence activities were, indeed, significant determinants of the cross-regional allocation of transportation infrastructure investments. By contrast, we find little evidence of concern for the maximization of economic returns to infrastructure spending, even after controlling for pork-barrel.JEL classification numbers: D72, D78, 040

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“…where r m is the lag1 residual autocorrelation (White 1992), where lag1 defines the NDVI measurements in the time-series separated by 1 day. Therefore, the criterion for lambda selection was the Durbin-Watson test, which was used to verify that the smoothed line described sufficiently the information from the original time-series, and thus would not influence the subsequent analyses.…”

Section: Preparation Of Ndvi Time-seriesmentioning

confidence: 99%

An estimation of the optimum temporal resolution for monitoring vegetation condition on a nationwide scale using MODIS/Terra data

Alexandridis

Gitas

Silleos

2008

International Journal of Remote Sensing

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Monitoring vegetation condition is an important issue in the Mediterranean region, in terms of both securing food and preventing fires. The recent abundance of remotely sensed data, such as the daily availability of MODIS imagery, raises the issue of appropriate temporal sampling when monitoring vegetation: undersampling may not accurately describe the phenomenon under consideration, whilst over-sampling would increase the cost of the project without additional benefit. The aim of this work is to estimate the optimum temporal resolution for vegetation monitoring on a nationwide scale using 250 m MODIS/Terra daily images and composites. Specific objectives include: (i) an investigation into the optimum temporal resolution for monitoring vegetation condition during the dry season on a nationwide scale using time-series analysis of Normalized Difference Vegetation Index, NDVI, datasets, (ii) an investigation into whether this temporal resolution differs between the two major vegetation categories of natural and managed vegetation, and (iii) a quality assessment of multi-temporal NDVI composites following the proposed optimum temporal resolution. A timeseries of daily NDVI data is developed for Greece using MODIS/Terra 250 m imagery. After smoothing to remove noise and cloud influence, it is subjected to temporal autocorrelation analysis, and its level of significance is the adopted objective function. In addition, NDVI composites are created at various temporal resolutions and compared using qualitative criteria. Results indicate that the proposed optimum temporal resolution is different for managed and natural vegetation. Finally, quality assessment of the multi-temporal NDVI composites reveals that compositing at the proposed optimum temporal resolution could derive products that are useful for operational monitoring of vegetation.

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The Durbin-Watson Test for Autocorrelation in Nonlinear Models

Abstract: 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.

Cited by 95 publications

References 2 publications

The role of imports in expanding the demand gap between skilled and unskilled labour in the US

The role of imports in expanding the demand gap between skilled and unskilled labour in the US

Contribution to productivity or pork barrel? The two faces of infrastructure investment

An estimation of the optimum temporal resolution for monitoring vegetation condition on a nationwide scale using MODIS/Terra data

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