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Testing AR(1) against MA(1) disturbances in an error component model

Badi H. Baltagi () and Qi Li

Journal of Econometrics, 1995, vol. 68, issue 1, pages 133-151

Date: 1995
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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