The Durbin-Watson ratio under infinite-variance errors
| Year of publication: |
1991
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Loretan, Mico |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 47.1991, 1, p. 85-114
|
| Publisher: |
Elsevier |