EXACT TEST FOR PRESENCE OF RANDOM-WALK COEFFICIENTS IN A LINEAR-REGRESSION MODEL

被引：43
作者：
LAMOTTE, LR
MCWHORTER, A
机构：
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1978年 / 73卷 / 364期
关键词：
D O I：
10.2307/2286286
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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页码：816 / 820
页数：5
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