A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (Q3308934)
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scientific article; zbMATH DE number 3839206
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| English | A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification |
scientific article; zbMATH DE number 3839206 |
Statements
A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification (English)
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1983
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generalization of Durbin significance test
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dynamic specification
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autoregressive process
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likelihood ratio tests
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