Define the concept of the dw test and the lm test

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Reference no: EM131530105

Question: 1. Apply the LM test to test for first-order and second-order serial correlation in errors for the estimation of some multiple regression models with the data sets presented in Chapter 4. In each case compare the results with those obtained by using the DW test and Durbins h-test if there are lagged dependent variables in the explanatory variables.

2. In the case of data with housing starts illustrate the use of fourth-order autocorrelation using the DW test and the LM test.

Reference no: EM131530105

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