Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors : a point optimal testing approach
Sivagowry Sriananthakumar
| Year of publication: |
2013
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|---|---|
| Authors: | Sriananthakumar, Sivagowry |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 126-136
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| Subject: | Approximate point optimal test | Marginal likelihood based tests | Simulated annealing algorithm | Monte Carlo simulations | Generalized Neyman-Pearson lemma | Nuisance parameters | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Simulation | Mathematische Optimierung | Mathematical programming | Statistischer Test | Statistical test |
| 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/10010192022