Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (Q3805715)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification |
scientific article |
Statements
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification (English)
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1987
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asymptotically optimal statistics
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generating test statistics
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first order asymptotic optimality properties
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testing of common factor restrictions
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dynamic regression model
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moving average disturbances
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