Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
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Publication:3470025
DOI10.2307/2297547zbMath0694.62041OpenAlexW2086353583MaRDI QIDQ3470025
Simon P. Burke, A. R. Tremayne, Leslie G. Godfrey
Publication date: 1990
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297547
ordinary least squares estimationfinite sample behaviourfirst-order autoregressive processdisturbances of a regression modelfirst-order moving average scheme
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
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