Simple procedures for testing autoregressive versus moving average errors in regression models
C. R. McKenzie; Michael McAleer and Len Gill
| Year of publication: |
1990
|
|---|---|
| Authors: | MacKenzie, Colin R. ; McAleer, Michael ; Gill, Len |
| Other Persons: | McKenzie, Colin (contributor) |
| Publisher: |
Canberra : Australian National Univ., Faculty of Economics and Departments of Economics [u.a.] |
| Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory | Inflationsrate | Inflation rate | Australien | Australia |
| Extent: | 36 S graph. Darst |
|---|---|
| Series: | Working papers in economics and econometrics. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 863099-9. - Vol. 210 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 24 - 28 |
| ISBN: | 0-86831-210-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000129167