The restricted likelihood ratio test for autoregressive processes

Willa W. Chen and Rohit S. Deo

Journal of Time Series Analysis, 2012, vol. 33, issue 2, pages 325-339

Date: 2012
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1467-9892.2011.00769.x (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:bla:jtsera:v:33:y:2012:i:2:p:325-339

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Series data maintained by Wiley-Blackwell Digital Licensing ().