Finite‐sample power of the Durbin–Watson test against fractionally integrated disturbances
Work
Year: 2005
Type: article
Source: Econometrics Journal
Authors Christian Kleiber, Walter Krämer
Institution TU Dortmund University
Cites: 25
Cited by: 8
Related to: 10
FWCI:
Citation percentile (by year/subfield): 72.25
Subfield: Finance
Domain: Social Sciences
Open Access status: closed