Testing the autoregressive process of a cross-country demand system against a higher-order alternative

DOI10.1016/0165-1765(87)90127-3MaRDI QIDQ899995zbMATH OpenOpenAlexFDO

Authors Ching-Fan Chung, Henri Theil

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(87)90127-3

zbMATH Keywords

autoregressive process testingcross-country demand

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42)

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Cited in

(1)

• A non-nested test of the AIDS vs. the translog demand system

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