An omnibus test for the time series model AR(1)
T. W. Anderson; R. A. Lockhart; M. A. Stephens
| Year of publication: |
2004
|
|---|---|
| Authors: | Anderson, Theodore W. ; Lockhart, R. A. ; Stephens, M. A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 118.2004, 1/2, p. 111-127
|
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001823091