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

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

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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: 09 Apr 2014 23:50
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/55957

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