Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable : bootstrapping and artificial regression compared
D. Prescott and T. Stengos
| Year of publication: |
1987
|
|---|---|
| Authors: | Prescott, David M. |
| Other Persons: | Stengos, Thanasēs (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 3.1987, p. 237-242
|
| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001032398