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

From MaRDI portal
Publication:3367412

DOI10.1111/j.1368-423X.2005.00171.xzbMath1078.62092OpenAlexW2072925062MaRDI QIDQ3367412

Walter Kramer, Christian Kleiber

Publication date: 24 January 2006

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00171.x




Related Items (4)


Uses Software


Cites Work


This page was built for publication: Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances