Impulse saturation break tests

DOI10.1016/J.ECONLET.2007.04.021zbMath1255.62021OpenAlexW2055087707MaRDI QIDQ1934682

Yanyan Li

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.24/1698

zbMATH Keywords

model selectionpower of testsbreaksindicatorsgeneral-to-specific

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical decision theory (62C99)

Cites Work

• Unnamed Item
• Dynamic Econometrics
• Computer automation of general-to-specific model selection procedures

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