Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (Q1022006)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process |
scientific article |
Statements
Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process (English)
0 references
9 June 2009
0 references
random coefficient autoregressive model
0 references
stability
0 references
constancy
0 references
0 references
0 references
0 references
