Pages that link to "Item:Q3776447"
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The following pages link to AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL (Q3776447):
Displaying 6 items.
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Testing a null variance ratio in mixed models with zero degrees of freedom for error (Q956977) (← links)
- On the power of point optimal tests of the trend stationarity hypothesis (Q1319621) (← links)
- Deciding between I(1) and I(0) (Q1341206) (← links)
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models (Q1362024) (← links)
- Testing for autoregressive disturbances in a time series regression with missing observations (Q1801419) (← links)
