Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
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Cited by:
- Colin R. McKenzie & Michael McAleer & Len Gill, 1999.
"Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models,"
The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 239-252, September.
- Mckensi, C.R. & Mcaleer, M. & Gill, L., 1990. "Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models," Papers 210, Australian National University - Department of Economics.
- Andrea Vaona, 2014.
"A panel data approach to price–value correlations,"
Empirical Economics, Springer, vol. 47(1), pages 21-34, August.
- Andrea Vaona, 2011. "A panel data approach to price-value correlations," Working Papers 14/2011, University of Verona, Department of Economics.
- James F. Ragan & Bernt Bratsberg, 2000. "Un‐COLA: Why Have Cost‐of‐Living Clauses Disappeared from Union Contracts and Will They Return?," Southern Economic Journal, John Wiley & Sons, vol. 67(2), pages 304-324, October.
- C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
- Baltagi, Badi H. & Li, Qi, 1995. "Testing AR(1) against MA(1) disturbances in an error component model," Journal of Econometrics, Elsevier, vol. 68(1), pages 133-151, July.
- Silvapulle, Paramsothy & King, Maxwell L., 1993. "Nonnested testing for autocorrelation in the linear regression model," Journal of Econometrics, Elsevier, vol. 58(3), pages 295-314, August.
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