| Автор | Franses, Philip Hans |
| Дата выпуска | 1995 |
| dc.description | This paper proposes and applies a test procedure for misspecification in a dynamic regression model with moving average errors. The test statistics are based on testing for unit roots in the moving average process when the model is deliberately overdifferenced. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Specification Testing |
| Название | A differencing test |
| Тип | research-article |
| DOI | 10.1080/07474939508800313 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 14 |
| Первая страница | 183 |
| Последняя страница | 193 |
| Аффилиация | Franses, Philip Hans; Econometric Institute, Erasmus University Rotterdam |
| Выпуск | 2 |
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