Model selection and testing nonnormality in autoregressive models
Subtitle: a Monte Carlo study for some AR(3) models
By: Mototsugu Fukushige
Series: Working paper -- no. 129; Working paper (Kōbe Shōka Daigaku. Keizai Kenkyūjo) -- no. 129
Publisher: Institute of Economic Research, Kobe University of Commerce
Published: 1993
Place of publication: Kobe, Japan
Language: eng
Number of pages: 24
Subjects: Autoregression (Statistics); Gaussian distribution
Notes: "June 1993."

Includes bibliographical references.