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 |
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