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CRDWCointegrating Regression Durbin-Watson (econometrics)
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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.
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).
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).