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

Kleiber, Christian and Kramer, Walter

Finite-sample power of the Durbin Watson test against fractionally integrated disturbances J5710 2005 - 2005 - 406-417 V. 08 Issue. 3

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: ARFIMA;Autocorrelation;Durbin watson test;Long memeory;Power;

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