Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: R / rank | |||
Normal rank |
Revision as of 00:25, 28 February 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