Power comparison of autocorrelation tests in dynamic models
Year of publication: |
2019
|
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Authors: | Toor, Erum ; Ul Islam, Tanweer |
Published in: |
International econometric review. - Ankara : [Verlag nicht ermittelbar], ISSN 1308-8815, ZDB-ID 2706050-0. - Vol. 11.2019, 2, p. 58-69
|
Subject: | Durbin Test | Breusch-Godfrey Test | Ljung and Box Test | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.33818/ier.447133 [DOI] hdl:10419/238834 [Handle] |
Classification: | C60 - Mathematical Methods and Programming. General ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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