Encompassing in stationary linear dynamic models (Q1341212)
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scientific article; zbMATH DE number 706590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Encompassing in stationary linear dynamic models |
scientific article; zbMATH DE number 706590 |
Statements
Encompassing in stationary linear dynamic models (English)
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18 June 1995
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Wald encompassing test
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stationary linear dynamic single equations
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weak exogeneity
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strong exogeneity
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asymptotic power functions
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Monte Carlo
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