Simple procedures for testing autoregressive versus moving average errors in regression models
by Colin R. McKenzie, Michael McAleer and Len Gill
| Year of publication: |
1999
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|---|---|
| Authors: | McKenzie, Colin ; McAleer, Michael ; Gill, Len |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 50.1999, 3, p. 239-252
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| Subject: | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Theorie | Theory | Autokorrelation | Autocorrelation | Schätzung | Estimation | Inflationsrate | Inflation rate | Australien | Australia | 1973-1981 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Japanese economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001470195