Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Year of publication: |
2004
|
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Authors: | Kleiber, Christian ; Krämer, Walter |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | Durbin-Watson test | power | autocorrelation | long memory |
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