Testing for parameter shifts in a regression model with two regimes of autocorrelated errors
by Pekka Ilmakunnas and Hiroki Tsurumi
| Year of publication: |
1984
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|---|---|
| Authors: | Ilmakunnas, Pekka |
| Other Persons: | Tsurumi, Hiroki (contributor) |
| Published in: |
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi. - Tōkyō : Riron Keiryō Keizai Gakkai, ISSN 0557-109X, ZDB-ID 863037-9. - Vol. 35.1984, 1, p. 46-56
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| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001008488