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

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<mark>Journal publication date</mark>1988
<mark>Journal</mark>Economics Letters
Issue number2
Volume27
Number of pages8
Pages (from-to)133-140
Publication statusPublished
Original languageEnglish

Abstract

The purpose in this note is to investigate the critical bounds on the significance points for testing hypotheses using the t-values based on ordinary least squares computations when the true disturbances aregenerated by MA(2) and MA(3) errors.