Tighter bounds for the effects of ARMA disturbances on tests for regression coefficients

Authors
Publication date 1991
Host editors
  • J. Gruber
Book title Econometric decision models: new methods of modelling and applications
ISBN
  • 3540543732
  • 9783540543732
Series Lecture notes in economics and mathematical systems, 366
Pages (from-to) 404-418
Publisher Berlin: Springer
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Chapter
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