Differencing as a Test of Specification (Q3667822)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Differencing as a Test of Specification |
scientific article |
Statements
Differencing as a Test of Specification (English)
0 references
1982
0 references
differenced models
0 references
undifferenced models
0 references
specification test
0 references
linear time series regression models
0 references
least squares estimators
0 references
asymptotic local power
0 references