An improved selection test between autoregressive and moving average disturbances in regression models
Year of publication: |
2016
|
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Authors: | Nguimkeu, Pierre |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 8.2016, 1, p. 41-54
|
Subject: | autoregressive errors | moving average errors | likelihood analysis | p-value | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | ARMA-Modell | ARMA model | Autokorrelation | Autocorrelation |
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