Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model (Q3313147)
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scientific article; zbMATH DE number 3843011
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| English | Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model |
scientific article; zbMATH DE number 3843011 |
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1983
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comparisons of tests
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random walk coefficients
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linear models
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time varying parameters
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Pitman efficiency
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Bahadur efficiency
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locally most powerful invariant test
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Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model (English)
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0.8833763
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0.88051045
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0.86411214
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0.8614993
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