Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323)
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scientific article; zbMATH DE number 148808
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| default for all languages | No label defined |
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| English | Some consequences of using the Chow tests in the context of autocorrelated disturbances |
scientific article; zbMATH DE number 148808 |
Statements
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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0.7826338410377502
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0.7801074981689453
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0.7741253972053528
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0.7711486220359802
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0.7711486220359802
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