Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Critical bounds for MA(2) and MA(3) processes
AU - Lane, J.
AU - Ceuppins, P.
AU - Peel, David
PY - 1988
Y1 - 1988
N2 - 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.
AB - 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.
U2 - 10.1016/0165-1765(88)90085-7
DO - 10.1016/0165-1765(88)90085-7
M3 - Journal article
VL - 27
SP - 133
EP - 140
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 2
ER -