Locally asymptotically optimal tests for autoregressive against bilinear serial dependence
| Year of publication: |
1996
|
|---|---|
| Authors: | Hallin, Marc ; Benghabrit, Youssef |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Statistica Sinica (1996) v.6,p.147-170 |
| Source: |
Persistent link: https://www.econbiz.de/10008590661