A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification

DOI10.2307/1912289zbMath0528.62097OpenAlexW2041478898MaRDI QIDQ3308934

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Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912289

zbMATH Keywords

likelihood ratio testsautoregressive processdynamic specificationgeneralization of Durbin significance test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Invariance, Nonlinear Models, and Asymptotic Tests ⋮ On Wald tests for globally and locally quadratic restrictions ⋮ Regression with autoregressive errors-some asymptotic results ⋮ Nonlinear models, rescaling and test invariance

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