Lane, J. and Ceuppins, P. and Peel, David (1988) Critical bounds for MA(2) and MA(3) processes. Economics Letters, 27 (2). pp. 133-140. ISSN 0165-1765
Full text not available from this repository.Official URL: http://dx.doi.org/10.1016/0165-1765(88)90085-7
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.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Economics Letters |
| Subjects: | H Social Sciences > HB Economic Theory |
| Departments: | Lancaster University Management School > Economics |
| ID Code: | 55957 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 19 Jul 2012 16:40 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 20:45 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/55957 |
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