Testing AR(1) against MA(1) disturbances in an error component model

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Testing AR(1) against MA(1) disturbances in an error component model

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Baltagi, Badi H.
Li, Qi

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Badi H. Baltagi

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 68 (1995)
Issue (Month): 1 (July)
Pages: 133-151
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Handle: RePEc:eee:econom:v:68:y:1995:i:1:p:133-151

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