COMPARISONS OF TESTS FOR THE PRESENCE OF RANDOM-WALK COEFFICIENTS IN A SIMPLE LINEAR-MODEL

被引：99

作者：

NYBLOM, J

MAKELAINEN, T

机构：

[1] UNIV HELSINKI,DEPT MATH,SF-00100 HELSINKI 10,FINLAND

[2] ACAD FINLAND,HELSINKI,FINLAND

来源：

关键词：

D O I：

10.2307/2288196

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：856 / 864

页数：9

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