Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances (Q3367412)
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scientific article; zbMATH DE number 5001117
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| English | Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances |
scientific article; zbMATH DE number 5001117 |
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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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0.8423579931259155
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0.8358138203620911
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0.8328915238380432
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0.8327561020851135
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0.8271210789680481
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