Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (Q3763433): Difference between revisions
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Revision as of 13:35, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model |
scientific article |
Statements
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (English)
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1987
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testing for AR(1) disturbances
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MA(1) disturbances
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Monte Carlo experiment
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small-sample properties
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Cox test
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linearized Cox tests
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approximate point optimal test
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Lagrange multiplier test
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asymptotic non- nested tests
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critical values
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