Some Modified Versions of Durbin's h-Statistic
提出杜宾h统计量的修正版，用于检验动态回归模型残差自相关，并通过模拟比较新统计量、原杜宾h统计量及萨甘修正版的有限样本性质。
-This paper proposes a modified version of Durbin's h-statistic for testing residual correlation in a dynamic regression model. Finite sample properties of the new statistic, Durbin's h-statistic and Sargan's modified version of h are investigated by simulation.