Finite-sample power of the Durbin–Watson test against fractionally integrated disturbances

✍ Scribed by Christian Kleiber; Walter Krämer

• Book ID: 110880016
• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 129 KB
• Volume: 8
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2005.00171.x