The power of the durbin watson test when the errors are par(1)
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949650213700
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1. Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap
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