Testing for AR\((p)\) against IMA\((1,q)\) disturbances in the linear regression model

DOI10.1016/0165-1765(92)90001-FzbMath0775.62244OpenAlexW2009558424MaRDI QIDQ2366937

Paramsothy Silvapulle

Publication date: 7 September 1993

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90001-f

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

The significance of testing empirical non-nested models ⋮ Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Cites Work

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• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model
• Testing for a unit root in the presence of moving average errors
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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