A new approximate point optimal test of a composite null hypothesis
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 130 (2006)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- King, Maxwell L., 1983. "Testing for autoregressive against moving average errors in the linear regression model," Journal of Econometrics, Elsevier, vol. 21(1), pages 35-51, January.
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- Müller, Ulrich K. & Watson, Mark W., 2013.
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- Sriananthakumar, Sivagowry, 2013. "Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach," Economic Modelling, Elsevier, vol. 33(C), pages 126-136.
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