On small sample properties of the wald,LR and LM tests in a linear model with AR(1) errors

Authors
H.Kozumi
Citation
H.kozumi, On small sample properties of the wald,LR and LM tests in a linear model with AR(1) errors, Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation , 19(4), 1990, pp. 1361-1376
Journal title
Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation → ACNP
ISSN journal
03610918
Volume
19
Issue
4
Year of publication
1990
Pages
1361 - 1376
Database
ACNP
SICI code