Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable : Bootstrapping and artificial regression compared
Year of publication: |
1987
|
---|---|
Authors: | Prescott, D. ; Stengos, T. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 24.1987, 3, p. 237-242
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
PRESCOTT, D., (1989)
-
Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap
Moschini, GianCarlo, (1988)
-
Hidalgo, J., (1992)
- More ...