Finite-sample power of the Durbin-Watson test against fractionally integrated disturbances
| Year of publication: |
2005
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|---|---|
| Authors: | Kleiber, Christian ; Krämer, Walter |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 8.2005, 3, p. 406-417
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