Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
- 1 January 1991
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 47 (1) , 115-143
- https://doi.org/10.1016/0304-4076(91)90080-w
Abstract
No abstract availableKeywords
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