Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Christian Kleiber and Walter Krämer
| Year of publication: |
2004
|
|---|---|
| Authors: | Kleiber, Christian ; Krämer, Walter |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Statistischer Test | Statistical test | Theorie | Theory | Autokorrelation | Autocorrelation |
| Extent: | 12 S graph. Darst |
|---|---|
| Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund, ZDB-ID 2140377-6. - Vol. 2004,15 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Forschungsbericht ; Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.sfb475.uni-dortmund.de/berichte/tr15-04.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001982685