Exact and approximate distribution of the t ratio test statistic in an AR(1) model

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Serval ID
serval:BIB_260B85DB7097
Type
Inproceedings: an article in a conference proceedings.
Collection
Publications
Institution
Production externe
Title
Exact and approximate distribution of the t ratio test statistic in an AR(1) model
Title of the conference
Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory & Econometrics
Author(s)
Holly A., Rockinger M.
Publisher
Cambridge University Press
Address
Austin, TX, USA
ISBN
978-0-521-33395-5
978-0-521-02340-5
Publication state
Published
Issued date
1998
Peer-reviewed
Oui
Editor
Barnett W.A., Berndt E.R., White H.
Pages
157-170
Language
english
Create date
19/11/2007 10:51
Last modification date
21/09/2021 12:50
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