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Efficient detection of random coefficients in autoregressive models

Year of publication:
2003-04
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
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Series:
ULB Institutional Repository.
Type of publication: Book / Working Paper
Notes:
SCOPUS: ar.j Published in: Annals of statistics (2003) v.31 n° 2,p.675-704
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10011011611
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