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

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+Power-law correlations, related models for long-range dependence and their simulation
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+The distribution of the Durbin-Watson statistic in integrated and near-integrated models
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+The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
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+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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+The power of the Durbin-Watson test for regressions without an intercept
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+Finite sample power of linear regression autocorrelation tests
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+Limiting power of unit-root tests in time-series regression
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+ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC  UNDER LONG-MEMORY DEPENDENCE
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