Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412): Difference between revisions

@@ Property / DOI @@
-.1111/j.1368-423X.2005.00171.x
@@ Property / DOI: 10.1111/j.1368-423X.2005.00171.x / rank @@
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+Christian Kleiber
@@ Property / author: Christian Kleiber / rank @@
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@@ Property / cites work @@
+Power-law correlations, related models for long-range dependence and their simulation
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@@ Property / cites work @@
+The distribution of the Durbin-Watson statistic in integrated and near-integrated models
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@@ Property / cites work @@
+The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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@@ Property / cites work @@
+A point optimal test for autoregressive disturbances
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+Finite sample efficiency of OLS in linear regression models with long-memory disturbances
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@@ Property / cites work @@
+The power of the Durbin-Watson test for regressions without an intercept
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@@ Property / cites work @@
+Finite sample power of linear regression autocorrelation tests
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@@ Property / cites work @@
+Limiting power of unit-root tests in time-series regression
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@@ Property / cites work @@
+ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC  UNDER LONG-MEMORY DEPENDENCE
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2005.00171.x
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+W2072925062
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@@ Property / DOI @@
+.1111/J.1368-423X.2005.00171.X
@@ Property / DOI: 10.1111/J.1368-423X.2005.00171.X / rank @@
+Normal rank