Testing AR(1) against MA(1) disturbances in an error component model
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Publication:1899229
DOI10.1016/0304-4076(94)01646-HzbMath0833.62102OpenAlexW2044853401MaRDI QIDQ1899229
Publication date: 20 March 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01646-h
panel dataerror component modelresidualstime-seriesserially correlated errorsfixed individual effectsrandom individual effects
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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