Testing AR(1) against MA(1) disturbances in an error component model (Q1899229)
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scientific article; zbMATH DE number 803339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing AR(1) against MA(1) disturbances in an error component model |
scientific article; zbMATH DE number 803339 |
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Testing AR(1) against MA(1) disturbances in an error component model (English)
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20 March 1996
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error component model
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serially correlated errors
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random individual effects
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fixed individual effects
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time-series
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panel data
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residuals
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