Econometric Modelling with Time Series

Vance Martin, S. H., & Harris, D. (2013). Econometric Modelling with Time Series: Specification, Estimation and Testing. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2013

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Cited by

1 citation across 1 artifact.

Domain-specific

• Wald test
  • … and dimension, unrestricted estimate, covariance estimator and parameterization, Wald statistic, asymptotic distribution, significance and regularity and boundary diagnostics are explicit. to An applied instance preserves the same invariant under changed scale, notation, jurisdiction, dataset, or implementation..

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