{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,9,26]],"date-time":"2023-09-26T22:49:18Z","timestamp":1695768558885},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[1999,12,1]],"date-time":"1999-12-01T00:00:00Z","timestamp":944006400000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1999,12]]},"abstract":"<jats:p>In time series regression models with \u201cshort-memory\u201d \nresidual processes, the Durbin\u2013Watson statistic (<jats:italic>DW<\/jats:italic>) \nhas been used for the problem of testing for independence of the \nresiduals. In this paper we elucidate the asymptotics of <jats:italic>DW<\/jats:italic> \nfor \u201clong-memory\u201d residual processes. A standardized \nDurbin\u2013Watson statistic (<jats:italic>SDW<\/jats:italic>) is proposed. Then we \nderive the asymptotic distributions of <jats:italic>SDW<\/jats:italic> under both the \nnull and local alternative hypotheses. Based on this result we \nevaluate the local power of <jats:italic>SDW<\/jats:italic>. Numerical studies for \n<jats:italic>DW<\/jats:italic> and <jats:italic>SDW<\/jats:italic> are given.<\/jats:p>","DOI":"10.1017\/s0266466699156044","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"847-866","source":"Crossref","is-referenced-by-count":2,"title":["ASYMPTOTIC THEORY FOR THE DURBIN\u2013WATSON STATISTIC \nUNDER LONG-MEMORY DEPENDENCE"],"prefix":"10.1017","volume":"15","author":[{"given":"Shisei","family":"Nakamura","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Masanobu","family":"Taniguchi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[1999,12,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699156044","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,9]],"date-time":"2019-05-09T15:42:43Z","timestamp":1557416563000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699156044\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[1999,12]]}},"alternative-id":["S0266466699156044"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699156044","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,12]]}}}