OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS
| Year of publication: |
1989
|
|---|---|
| Authors: | DUFOUR, J-M. ; KING, M.L. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | regression analysis | tests | correlation analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 44 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005545603