Exact inference methods for first-order autoregressive distributed lag models

Econometrica

Volumn 66, Issue 1, 1998, Pages 79-104

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

^a Econometric Society European Meeting   (Sweden)

Author keywords

Autoregression; Exact inference; General restrictions; Monte Carlo test; Nuisance parameter elimination; Similar test

Indexed keywords

EID: 0040344552     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2998541     Document Type: Article

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