Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00171.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2072925062 / rank | |||
Normal rank | |||
Revision as of 08:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances |
scientific article |
Statements
Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (English)
0 references
24 January 2006
0 references
autocorrelation
0 references
long memory
0 references
power
0 references
0 references
0 references
0 references
