Efficient detection of random coefficients in autoregressive models
| Year of publication: |
2003-04
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| Authors: | Hallin, Marc ; Akharif, Abdelhadi |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Local asymptotic normality | One-sided multiparameter alternatives | One-sided multiparameter tests | Random coefficient autoregressive models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Annals of statistics (2003) v.31 n° 2,p.675-704 |
| Source: |
Persistent link: https://www.econbiz.de/10011011611