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/core/keywords/economics

Subjects:

?? economicsfinanceeconomics and econometricshb economic theory ??

Departments:

Lancaster University Management School > Economics

ID Code:

55957

Deposited By:

ep_importer_pure

Deposited On:

19 Jul 2012 15:40

Refereed?:

Yes

Published?:

Published

Last Modified:

15 Jul 2024 13:00

URI:

https://eprints.lancs.ac.uk/id/eprint/55957