SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS

C.R. McKensi, Michael McAleer and L. Gill

Working Papers from Australian National University - Department of Economics

Keywords: regression analysis; tests; maximum likelihood (search for similar items in EconPapers)
Pages: 36 pages
Date: 1990
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Journal Article: Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models (1999)
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