Wald Tests in the Restricted Periodic EXPAR (1) Model

Merzougui M
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Merzougui M: LaPS Laboratory, University Badji Mokhtar Annaba, Algeria

Biostatistics and Biometrics Open Access Journal, 2020, vol. 10, issue 1, 18-21

Abstract: In this paper, we study the problem of testing the nullity of coefficients in restricted periodic exponential autoregressive model of order 1. We consider two cases: tests for the nullity of one coefficient and test of linearity this will be achieved by using the standard Wald test.

Keywords: Biometrics Open Access Journal; Biostatistics and Biometrics; Biostatistics and Biometrics Open Access Journal; Open Access Journals; biometrics journal; biometrics articles; biometrics journal reference; biometrics journal impact factor; biometrics and biostatistics journal impact factor; journal of biometrics; open access juniper publishers; juniper publishers reivew (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:adp:jbboaj:v:10:y:2020:i:1:p:18-21

DOI: 10.19080/BBOAJ.2020.10.555780

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