A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification

DOI10.2307/1912289MaRDI QIDQ3308934zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1912289

zbMATH Keywords

autoregressive processdynamic specificationgeneralization of Durbin significance testlikelihood ratio tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(4)

• On Wald tests for globally and locally quadratic restrictions
• Nonlinear models, rescaling and test invariance
• Regression with autoregressive errors-some asymptotic results
• Invariance, Nonlinear Models, and Asymptotic Tests

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