Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors
| Year of publication: |
1989
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|---|---|
| Authors: | Dufour, J.M. ; King, M.L. |
| Institutions: | Département de Sciences Économiques, Université de Montréal |
| Subject: | Regression Analysis | Tests | Correlation Analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 44 pages long. pages |
| Source: |
Persistent link: https://www.econbiz.de/10005133188