Testing for individual effects in autoregressive models
Year of publication: |
1988
|
---|---|
Authors: | Holtz-Eakin, Douglas |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 39.1988, 3, p. 297-307
|
Subject: | Statistik | Korrelation und Regression | Schätzmethodik und Testmethodik | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Testing for paramenter shifts in a regression model with two regimes of autocorrelated errors
Ilmakunnas, Pekka, (1982)
-
Pesaran, M. H:, (1985)
-
Statistical properties of microstructure noise
Jacod, Jean, (2017)
- More ...
-
Holtz-Eakin, Douglas, (2000)
-
The determination of municipal budgets : four empirical essays
Holtz-Eakin, Douglas, (1985)
-
Health insurance provision and labor market efficiency in the United States and Germany
Holtz-Eakin, Douglas, (1993)
- More ...