Testing AR(1) against MA(1) disturbances in an error component model
type: Item
instance of: scholarly article
title: Testing AR(1) against MA(1) disturbances in an error component model
zbMATH Open document ID: 0833.62102
DOI: 10.1016/0304-4076(94)01646-H
author: Badi H. Baltagi
author: Qi Li
published in: Journal of Econometrics
publication date: 1996-03-20T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 803339
zbMATH Keywords: error component model
zbMATH Keywords: serially correlated errors
zbMATH Keywords: random individual effects
zbMATH Keywords: fixed individual effects
zbMATH Keywords: time-series
zbMATH Keywords: panel data
zbMATH Keywords: residuals
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)01646-h
OpenAlex ID: W2044853401
description: scientific article; zbMATH DE number 803339