Efficient detection of random coefficients in autoregressive models
Abdelhadi Akharif and
Marc Hallin ()
ULB Institutional Repository from ULB -- Universite Libre de Bruxelles
Keywords: Local asymptotic normality; One-sided multiparameter alternatives; One-sided multiparameter tests; Random coefficient autoregressive models (search for similar items in EconPapers)
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Published in: Annals of statistics (2003) v.31 nÂ° 2,p.675-704
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Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/127956
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