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

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Critical bounds for MA(2) and MA(3) processes. / Lane, J.; Ceuppins, P.; Peel, David.
In: Economics Letters, Vol. 27, No. 2, 1988, p. 133-140.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Lane, J, Ceuppins, P & Peel, D 1988, 'Critical bounds for MA(2) and MA(3) processes', Economics Letters, vol. 27, no. 2, pp. 133-140. https://doi.org/10.1016/0165-1765(88)90085-7

APA

Lane, J., Ceuppins, P., & Peel, D. (1988). Critical bounds for MA(2) and MA(3) processes. Economics Letters, 27(2), 133-140. https://doi.org/10.1016/0165-1765(88)90085-7

Vancouver

Lane J, Ceuppins P, Peel D. Critical bounds for MA(2) and MA(3) processes. Economics Letters. 1988;27(2):133-140. doi: 10.1016/0165-1765(88)90085-7

Author

Lane, J. ; Ceuppins, P. ; Peel, David. / Critical bounds for MA(2) and MA(3) processes. In: Economics Letters. 1988 ; Vol. 27, No. 2. pp. 133-140.

Bibtex

@article{65c4e7688df4423abe67765d7b4967d8,
title = "Critical bounds for MA(2) and MA(3) processes",
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.",
author = "J. Lane and P. Ceuppins and David Peel",
year = "1988",
doi = "10.1016/0165-1765(88)90085-7",
language = "English",
volume = "27",
pages = "133--140",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2",

}

RIS

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 -