Testing AR(1) against MA(1) disturbances in the linear regression model : an alternative procedure
S. P. Burke, L. G. Godfrey and A. R. Tremayne
| Year of publication: |
1990
|
|---|---|
| Authors: | Burke, Simon P. |
| Other Persons: | Godfrey, L. G. (contributor) ; Tremayne, Andrew R. (contributor) |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 57.1990, 1, p. 135-145
|
| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | AR(1) = First order autoregression ; MA(1) = First order moving average |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001085019