OPTIMAL INVARIANT TESTS FOR THE AUTOCORRELATION COEFFICIENT IN LINEAR REGRESSIONS WITH STATIONARY AND NONSTATIONARY AR(1) ERRORS

Jean-Marie Dufour () and Maxwell King

Cahiers de recherche from Centre interuniversitaire de recherche en économie quantitative, CIREQ

Keywords: regression analysis; tests; correlation analysis (search for similar items in EconPapers)
Pages: 44 pages
Date: 1989
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Working Paper: Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:mtl:montec:8921

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