Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (Q3763433)
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scientific article; zbMATH DE number 4020253
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| English | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model |
scientific article; zbMATH DE number 4020253 |
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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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0.8810294270515442
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0.8547681570053101
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