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Exact and approximate distribution of the T ratio test statistic in an AR(1) model

by Alberto Holly and Georg Michael Rockinger
Year of publication:
1987 ; Rev
Authors: Holly, Alberto ; Rockinger, Michael
Publisher: Lausanne : Univ. de Lausanne, Dép. d'Econométrie et d'Economie Politique
Subject: Schätztheorie | Estimation theory
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In German libraries (KVK)
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