Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear Model
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Publication:3313147
DOI10.2307/2288196zbMath0531.62063OpenAlexW4230727087MaRDI QIDQ3313147
Jukka Nyblom, Timo Maekelaeinen
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/2288196
linear modelsBahadur efficiencyPitman efficiencylocally most powerful invariant testtime varying parameterscomparisons of testsrandom walk coefficients
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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