Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10011609515
Persistent link: https://www.econbiz.de/10002652643
Persistent link: https://www.econbiz.de/10001704670
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the performance of various tests of autoregressive (AR) versus moving average (MA) error processes in regression models. Tests to be examined include non-nested procedures of the models against each...
Persistent link: https://www.econbiz.de/10001644302
Persistent link: https://www.econbiz.de/10001748428
Persistent link: https://www.econbiz.de/10013274956