Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Year of publication: |
2004
|
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Authors: | Kleiber, Christian ; Krämer, Walter |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Statistischer Test | Theorie | Autokorrelation | Durbin-Watson test | power | autocorrelation | long memory |
Series: | Technical Report ; 2004,15 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 824595297 [GVK] hdl:10419/49321 [Handle] RePEc:zbw:sfb475:200415 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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