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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.g., Charemza & Deadman, 1997) Test and the Johansen Tests (Johansen, 1988; Johansen & Juselius, 1990).
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).