Differencing as a Test of Specification (Q3667822)

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Differencing as a Test of Specification
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    title
    Differencing as a Test of Specification (English)
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    DOI
    10.2307/2526372
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    author
    Charles I. Plosser
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    G. William Schwert
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    Halbert White
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    publication date
    1982
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    Mathematics Subject Classification ID
    62P20
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    62M10
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    62J05
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    zbMATH DE Number
    3820966
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    zbMATH Keywords
    differenced models
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    undifferenced models
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    specification test
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    linear time series regression models
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    least squares estimators
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    asymptotic local power
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    OpenAlex ID
    W1987413859
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