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

DOI10.1016/0165-1765(87)90127-3zbMATH Open1422.62366OpenAlexW2153803140MaRDI QIDQ899995FDOQ899995

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

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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)

Cited In (1)

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

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