A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation.
| Year of publication: |
1994
|
|---|---|
| Authors: | Rahman, S. ; King, M.L. |
| Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
| Subject: | econometrics | Autocorrelation | Marginal Likelihood |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 4/94 19 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005581114