FINITE SAMPLE DISTRIBUTIONS ASSOCIATED WITH STOCHASTIC DIFFERENCE EQUATIONS - SOME EXPERIMENTAL-EVIDENCE

被引：8

作者：

BASMANN, RL

RICHARDSON, DH

ROHR, RJ

机构：

[1] TEXAS A&M UNIV,COLLEGE STN,TX 77843

[2] UNIV KENTUCKY,LEXINGTON,KY 40506

[3] BROWN UNIV,PROVIDENCE,RI 02912

来源：

ECONOMETRICA | 1974年 / 42卷 / 05期

关键词：

D O I：

10.2307/1913791

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：825 / 839

页数：15

共 8 条

[1]

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[2] EXPERIMENTAL STUDY OF STRUCTURAL ESTIMATORS AND TEST STATISTICS ASSOCIATED WITH DYNAMICAL ECONOMETRIC MODELS [J].

BASMANN, RL ;

RICHARDSON, DH ;

ROHR, RJ .

ECONOMETRICA, 1974, 42 (04) :717-730

[3]

Box George E. P, 1970, J AM STAT ASS

[4]

DURBIN J, 1960, J ROY STAT SOC B, V22, P139

[5]

Hannan J., 2013, TECH NOTE, V43153

[6] ON TESTS OF NORMALITY AND OTHER TESTS OF GOODNESS OF FIT BASED ON DISTANCE METHODS [J].

KAC, M ;

KIEFER, J ;

WOLFOWITZ, J .

ANNALS OF MATHEMATICAL STATISTICS, 1955, 26 (02) :189-211

[7] ON KOLMOGOROV-SMIRNOV TEST FOR NORMALITY WITH MEAN AND VARIANCE UNKNOWN [J].

LILLIEFORS, HW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) :399-+

[8] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J].

Mann, H. B. ;

Wald, A. .

ECONOMETRICA, 1943, 11 (3-4) :173-220

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