TESTING FOR AUTOREGRESSIVE AGAINST MOVING AVERAGE ERRORS IN THE LINEAR-REGRESSION MODEL

被引：23

|

作者：

KING, ML

机构：

来源：

JOURNAL OF ECONOMETRICS | 1983年 / 21卷 / 01期

关键词：

D O I：

10.1016/0304-4076(83)90118-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：35 / 51

页数：17

相关论文

共 50 条

[31] BIAS OF S2 IN THE LINEAR-REGRESSION MODEL WITH CORRELATED ERRORS
KIVIET, JF
KRAMER, W
REVIEW OF ECONOMICS AND STATISTICS, 1992, 74 (02) : 362 - 365
[32] THE RELATIVE EFFICIENCY OF OLS IN THE LINEAR-REGRESSION MODEL WITH SPATIALLY AUTOCORRELATED ERRORS
TILKE, C
STATISTICAL PAPERS, 1993, 34 (03) : 263 - 270
[33] ON THE ESTIMATION OF PREDICTION ERRORS IN LINEAR-REGRESSION MODELS
ZHANG, P
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (01) : 105 - 111
[34] FURTHER RESULTS ON TESTING AR(1) AGAINST MA(1) DISTURBANCES IN THE LINEAR-REGRESSION MODEL
KING, ML
MCALEER, M
REVIEW OF ECONOMIC STUDIES, 1987, 54 (04): : 649 - 663
[35] CONSISTENCY OF AN ESTIMATE IN LINEAR-REGRESSION WITH NONNEGATIVE ERRORS
ZVARA, K
KYBERNETIKA, 1992, 28 (02) : 129 - 139
[36] TESTING AR(1) AGAINST MA(1) DISTURBANCES IN THE LINEAR-REGRESSION MODEL - AN ALTERNATIVE PROCEDURE
BURKE, SP
GODFREY, LG
TREMAYNE, AR
REVIEW OF ECONOMIC STUDIES, 1990, 57 (01): : 135 - 145
[37] TESTING FOR AR(1) AGAINST IMA(1,1) DISTURBANCES IN THE LINEAR-REGRESSION MODEL
SILVAPULLE, P
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1994, 23 (03) : 701 - 720
[38] On the mixture autoregressive moving average model
Wang, Hongjun
Tian, Zheng
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2007, 14 : 65 - 72
[39] Mixture autoregressive moving average model
Department of Applied Mathematics, School of Science, Northwest Polytechnical University, Xi'an 710072, China
不详
Xitong Gongcheng Lilum yu Shijian, 2006, 11 (108-115):
[40] Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
Sriananthakumar, Sivagowry
ECONOMIC MODELLING, 2013, 33 : 126 - 136

← 1 2 3 4 5 →