Bailey, Ralph W and Taylor, A.M.Robert <br/><br/>
Optimal test against a random walk component in a non-orthogonal unobserved components model 
 J5039  2002 

 -  2002 
 - 520-532  V.  05  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Locally best invariant test;Non orthogonal components;Brownian motion;