CRDW

(redirected from Cointegrating Regression Durbin-Watson)
AcronymDefinition
CRDWCointegrating Regression Durbin-Watson (econometrics)
CRDWCash Registers Distributors Warehouse (New York)
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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.g., Charemza & Deadman, 1997) Test and the Johansen Tests (Johansen, 1988; Johansen & Juselius, 1990).
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
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