A Simplified Version of the Differencing Test
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Publication:3716190
DOI10.2307/2526709zbMath0588.62199OpenAlexW2049018877MaRDI QIDQ3716190
James G. MacKinnon, Russell Davidson, Leslie G. Godfrey
Publication date: 1985
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2526709
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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