On the sensitivity of the usual t-and f-tests to AR(1) misspecification
| Year of publication: |
1997
|
|---|---|
| Authors: | Magnus, Jan R. ; Banerjee, A.N. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | linearregression model | least squares | sensitivity analysis |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1997-90 |
| Source: |
Persistent link: https://www.econbiz.de/10011091194