Further results on testing AR (1) against MA (1) disturbances in the linear regression model
Year of publication: |
1984
|
---|---|
Authors: | King, Maxwell L. ; McAleer, Michael |
Published in: |
Working papers in economics and econometrics. - Canberra, ZDB-ID 863099-9. - 1984, p. 1-27
|
Subject: | Ökonometrik Schätzung | Statistiktheorie |
-
Identification in dynamic linear models with rational expectations
Blanchard, Olivier, (1982)
-
A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B., (1970)
-
Parametric multiple regression risk models : theory and statistical analysis
Albrecht, Peter, (1983)
- More ...
-
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L., (1987)
-
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin, (2016)
-
King, Maxwell L., (1980)
- More ...