Optimal tests for autoregressive models based on autoregression rank scores
| Year of publication: |
1999
|
|---|---|
| Authors: | Hallin, Marc ; Jureckova, Jana |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Annals of Statistics (1999) v.27,p.1385-1414 |
| Source: |
Persistent link: https://www.econbiz.de/10008589922