Exact and approximate distribution of the T ratio test statistic in an AR(1) model
by Alberto Holly and Georg Michael Rockinger
| Year of publication: |
1987 ; Rev
|
|---|---|
| Authors: | Holly, Alberto ; Rockinger, Michael |
| Publisher: |
Lausanne : Univ. de Lausanne, Dép. d'Econométrie et d'Economie Politique |
| Subject: | Schätztheorie | Estimation theory |
| Extent: | 18 Bl |
|---|---|
| Series: | Cahiers de recherches économiques. - Lausanne : Ecole des HEC/DEEP, ZDB-ID 2614099-8. - Vol. 8706 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000738177