JOINT ONE-SIDED TESTS OF LINEAR-REGRESSION COEFFICIENTS

被引：9

作者：

KING, ML ^{[1
]}

SMITH, MD ^{[1
]}

机构：

[1] UNIV NEW S WALES, KENSINGTON, NSW 2033, AUSTRALIA

来源：

JOURNAL OF ECONOMETRICS | 1986年 / 32卷 / 03期

关键词：

D O I：

10.1016/0304-4076(86)90020-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：367 / 383

页数：17

共 16 条

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[4]

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KING, ML .

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[6] A JOINT TEST FOR SERIAL-CORRELATION AND HETEROSCEDASTICITY [J].

KING, ML ;

EVANS, MA .

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[7] AUTO-CORRELATION PRE-TESTING IN THE LINEAR-MODEL - ESTIMATION, TESTING AND PREDICTION [J].

KING, ML ;

GILES, DEA .

JOURNAL OF ECONOMETRICS, 1984, 25 (1-2) :35-48

[8] TESTING FOR AUTOREGRESSIVE AGAINST MOVING AVERAGE ERRORS IN THE LINEAR-REGRESSION MODEL [J].

KING, ML .

JOURNAL OF ECONOMETRICS, 1983, 21 (01) :35-51

[9]

KING ML, 1986, UNPUB SPECIFICATION

[10]

KING ML, 1983, AUSTR J STATISTICS, V25, P23

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