Author： Chong T.T.-l. Wong K.-t.
Publisher： Elsevier
ISSN： 0165-1765
Source： Economics Letters, Vol.73, Iss.3, 2001-12, pp. : 325-332
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Time series properties of aggregated AR(1) processes with uniformly distributed coefficients
By Linden M.
Economics Letters, Vol. 64, Iss. 1, 1999-07 ,pp. :
Access to resources
Recommend
An omnibus test for the time series model AR(1)
By Anderson T.W. Lockhart R.A. Stephens M.A.
Journal of Econometrics, Vol. 118, Iss. 1, 2004-01 ,pp. :
A simple nonlinear time series model with misleading linear properties
By Granger C.W.J. Terasvirta T.
Economics Letters, Vol. 62, Iss. 2, 1999-02 ,pp. :
A simple linear time series model with misleading nonlinear properties
By Andersson M.K. Eklund B. Lyhagen J.
Economics Letters, Vol. 65, Iss. 3, 1999-12 ,pp. :