scientific article; zbMATH DE number 815750
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Publication:4855592
zbMath0830.62065MaRDI QIDQ4855592
Stephen J. Leybourne, B. P. M. McCabe
Publication date: 4 February 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic distributionBrownian bridgerandom coefficientsmultivariate linear regression modeloptimal testlocally mean most powerful testpolynomial time trend regression modelrandom walk coefficient variation
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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