Exact tests in single equation autoregressive distributed lag models (Q1371376)
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scientific article; zbMATH DE number 1080775
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| English | Exact tests in single equation autoregressive distributed lag models |
scientific article; zbMATH DE number 1080775 |
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Exact tests in single equation autoregressive distributed lag models (English)
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28 October 1997
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ARX model
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Monte Carlo test
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order of dynamics
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structural change
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unit root
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dynamic regression
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exact inference
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0.8758037090301514
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0.8026596903800964
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0.7742348909378052
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0.7717989683151245
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