Specification analysis in a dynamic model. (English) Zbl 0515.62099
Proc. Econ. Soc. Eur. Meet., Athens 1979, Contrib. Econ. Anal. 138, 89-103 (1981).
MSC:
62P20 | Applications of statistics to economics |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
91B84 | Economic time series analysis |