An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (Q3862307): Difference between revisions

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Revision as of 13:00, 5 March 2024

scientific article
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An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
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    An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (English)
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    1980
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    distributed lag analysis
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    stationary linear dynamic equations
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    asymptotic distributions
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    dynamic specification tests
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    finite sample properties
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    logistic response surfaces
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    asymptotic powers
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    common factor tests
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