Testing the autoregressive process of a cross-country demand system against a higher-order alternative

DOI10.1016/0165-1765(87)90127-3zbMath1422.62366OpenAlexW2153803140MaRDI QIDQ899995

Ching-Fan Chung, Henri Theil

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90127-3

zbMATH Keywords

autoregressive process testingcross-country demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Consumer behavior, demand theory (91B42)

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