On the power of durbin-watson statistic against fractionally integrated processes

Econometric Reviews

Volumn 17, Issue 4, 1998, Pages 361-386

  Tsay, W ^a  

^a NATIONAL CHI NAN UNIVERSITY   (Taiwan)

Author keywords

Durbin watson statistic; Fractional brownian motion; Unit root

Indexed keywords

EID: 0004644969     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939808800423     Document Type: Article

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