The Durbin-Watson Test for Autocorrelation in Nonlinear Models
提出一种近似方法，用于计算非线性模型中一阶自相关的德宾-沃森检验统计量的精确分布，该检验在规模和功效上优于其他方法。
This paper shows a simple method of approximating the exact distribution of the Durbin- Watson Test Statistic for first-order autocorrelation in a nonlinear model. The proposed Approximate Nonlinear Durbin-Watson (A.N.D.) test has good size and power when compared to alternatives.