The Durbin-Watson ratio under infinite-variance errors

Peter Phillips and Mico Loretan

Journal of Econometrics, 1991, vol. 47, issue 1, 85-114

Date: 1991
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Working Paper: The Durbin-Watson Ratio Under Infinite Variance Errors (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:47:y:1991:i:1:p:85-114

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