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Approximate HPD Regions for Testing Residual Autocorrelation Using Augmented Regressions.

Year of publication:
1992
Authors: Bauwens, L. ; Rasquero, A.
Institutions: Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject: economic models | regression analysis
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Series:
Papers.
Type of publication: Book / Working Paper
Notes:
23 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005669310
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