An omnibus test for the time series model AR(1)
| Year of publication: |
2004
|
|---|---|
| Authors: | Anderson, T. W. ; Lockhart, R. A. ; Stephens, M. A. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 118.2004, 1-2, p. 111-127
|
| Publisher: |
Elsevier |