CRDW

(redirected from Cointegrating Regression Durbin-Watson)
AcronymDefinition
CRDWCointegrating Regression Durbin-Watson (econometrics)
CRDWCash Registers Distributors Warehouse (New York)
References in periodicals archive ?
The most popular methods of testing for cointegration are the Engle-Granger two-step procedure (Engle & Granger, 1987), Cointegrating Regression Durbin-Watson (CIDW, see e.
Long-run relationships between selected central European indexes
Besides the DF and ADF tests, the Cointegrating Regression Durbin-Watson (CRDW) test has been conducted to determine the presence of cointegration between each of real narrow and broad money balances and real output (with or without the interest rate).
The search for a stable money demand function for Pakistan: an application of the method of cointegration
16) Note: DW denotes the cointegrating regression Durbin-Watson statistic; DF/ADF denotes the Dickey-Fuller statistic (zero lags) or the augmented Dickey-Fuller statistic (positive lags); RVAR/ ARVAR denotes the restricted VAR statistic (zero lags) or the augmented restricted VAR statistic (positive lags); UVAR denotes the unrestricted VAR statistic (zero lags) or the augmented unrestricted VAR statistic (positive lags).
Is the budget deficit "too large?"
Acronyms browser ?
Full browser ?