A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (Q3308934)
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English | 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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