Corrigendum to: Testing the autoregressive parameter with the t statistic

DOI10.1016/0304-4076(87)90021-2zbMATH Open0658.62140OpenAlexW4252368816MaRDI QIDQ1111309FDOQ1111309

Authors: N. E. Savin, John C. Nankervis 

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90021-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (4)

• Testing the autoregressive parameter with the t statistic
• Corrigendum to: ``Testing for unit roots with flow data and varying sampling frequency
• Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
• Some tests for unit roots in seasonal time series with deterministic trends

This page was built for publication: Corrigendum to: Testing the autoregressive parameter with the t statistic

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1111309)