A modification of the CUSUM test in the linear regression model with lagged dependent variables
Walter Krämer; Werner Ploberger; Raimund Alt
| Year of publication: |
1987
|
|---|---|
| Authors: | Krämer, Walter |
| Other Persons: | Ploberger, Werner (contributor) ; Alt, Raimund (contributor) |
| Publisher: |
Hannover |
| Subject: | Statistik | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Ökonometrie | Econometrics |
| Extent: | 15 Bl 8° |
|---|---|
| Series: | Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover. - Hannover : Fachbereich Wirtschaftswiss., Univ., ZDB-ID 1223086-8. - Vol. 104 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001383153