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

Badi H. Baltagi, Q. Li

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




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