True vs. nominal size of the F-test in the linear regression model with autocorrelated errors
| Authors |
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| Publication date |
1991
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| Host editors |
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| Book title |
Econometric decision models: new methods of modelling and applications
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| ISBN |
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| Series |
Lecture notes in economics and mathematical systems, 366
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| Pages (from-to) |
419-428
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| Publisher |
Berlin: Springer
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
|
| Document type |
Chapter
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