Testing the autoregressive parameter with the t statistic
| Year of publication: |
1985
|
|---|---|
| Authors: | Nankervis, J. C. ; Savin, N. E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 27.1985, 2, p. 143-161
|
| Publisher: |
Elsevier |