scientific article; zbMATH DE number 762936
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Publication:4834791
zbMath0820.62097MaRDI QIDQ4834791
Carmela E. Quintos, Peter C. B. Phillips
Publication date: 19 September 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
powersizelimit distributionLagrange multiplier testtime series modelssimulation studiescointegrating regressionsstochastic bridge processsubset coefficient stability teststesting for coefficient stability
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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