Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412): Difference between revisions
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| Property / DOI: 10.1111/j.1368-423X.2005.00171.x / rank | |||
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Latest revision as of 02:49, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances |
scientific article |
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Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (English)
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24 January 2006
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autocorrelation
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long memory
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power
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