Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk.
| Year of publication: |
1983
|
|---|---|
| Authors: | Sargan, John Denis ; Bhargava, Alok |
| Published in: |
Econometrica. - Econometric Society. - Vol. 51.1983, 1, p. 153-74
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005332300