Exact tests in single equation autoregressive distributed lag models

Journal of Econometrics

Volumn 80, Issue 2, 1997, Pages 325-353

  Kiviet, Jan F ^a   Dufour, Jean Marie ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

ARX model; Exact inference; Monte Carlo test; Order of dynamics; Structural change; Unit root

Indexed keywords

EID: 0040344536     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00048-1     Document Type: Article

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