Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (Q3470025): Difference between revisions
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Revision as of 17:37, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure |
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Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure (English)
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1990
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disturbances of a regression model
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first-order autoregressive process
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first-order moving average scheme
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ordinary least squares estimation
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finite sample behaviour
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