Testing for autoregressive against moving average errors in the linear regression model
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 21 (1983)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
- Philip A. Shively, 2001. "Trend-stationary GNP: evidence from a new exact pointwise most powerful invariant unit root test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 537-551.
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