Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
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Publication:3805715
DOI10.2307/2297488zbMath0657.62127MaRDI QIDQ3805715
Publication date: 1987
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297488
dynamic regression model; moving average disturbances; asymptotically optimal statistics; first order asymptotic optimality properties; generating test statistics; testing of common factor restrictions
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