Critical bounds for MA(2) and MA(3) processes

DOI10.1016/0165-1765(88)90085-7MaRDI QIDQ900133zbMATH OpenOpenAlexFDO

Authors P. R. Ceuppens, John A. Lane, David Peel

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(88)90085-7

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites work

• Computing the distribution of quadratic forms in normal variables
• Consistent estimation of equations with composite moving average disturbance terms
• Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results
• Effects of ARMA Errors on the Significance Tests for Regression Coefficients
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
• SERIAL CORRELATION IN REGRESSION ANALYSIS. I

Cited in

(1)

• Bounds on the effect of heteroscedasticity on the chow test for structural change

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