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:
Journal Article
Journal or Publication Title:
Economics Letters
Uncontrolled Keywords:
/dk/atira/pure/researchoutput/libraryofcongress/hb
Subjects:
ID Code:
55957
Deposited By:
Deposited On:
19 Jul 2012 15:40
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Jan 2020 07:59