Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances

Walter Krämer and Christian Kleiber

Working Papers from Business and Social Statistics Department, Technische Universität Dortmund

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Published in The Econometrics Journal 8, 2005, pages 406-417

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Journal Article: Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances (2005)
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