Critical bounds for MA(2) and MA(3) processes

DOI10.1016/0165-1765(88)90085-7zbMath1328.91257OpenAlexW1999860265MaRDI QIDQ900133

P. R. Ceuppens, John A. Lane, David A. Peel

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90085-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Bounds on the effect of heteroscedasticity on the chow test for structural change

Cites Work

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• Consistent estimation of equations with composite moving average disturbance terms
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I
• Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
• Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results
• Effects of ARMA Errors on the Significance Tests for Regression Coefficients
• Computing the distribution of quadratic forms in normal variables

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