The Durbin-Watson ratio under infinite-variance errors

Phillips, Peter C. B., Loretan, Mico . Journal of Econometrics 1991. 47 :85-114

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Bibtex

@article{CIS-100230,
  Author = {Phillips, Peter C. B. and Loretan, Mico},
  Title = {The Durbin-Watson ratio under infinite-variance errors},
  Journal = {Journal of Econometrics},
  Volume = {47},
  Year = {1991},
  Pages = {85--114},
  Keywords = {Regression, Autocorrelation}
}

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