A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (Q3308934): Difference between revisions

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A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification
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    A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (English)
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    1983
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    generalization of Durbin significance test
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    dynamic specification
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    autoregressive process
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    likelihood ratio tests
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