Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some consequences of using the Chow tests in the context of autocorrelated disturbances |
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Some consequences of using the Chow tests in the context of autocorrelated disturbances (English)
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1 April 1993
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autocorrelated errors
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\(AR(1)\) errors
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true size of the Chow test for structural stability
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\(MA(1)\) errors
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