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Publication:3350575
zbMath0726.62146MaRDI QIDQ3350575
Robert M. Kunst, Wolfgang Polasek
Publication date: 1988
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonstationarityF-testsinformation criterion AICautoregressive pre-whitened time seriesSims type causality proceduretemporal causality procedures
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)