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

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Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
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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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