The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
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Bibliographic InfoArticle provided by Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association in its journal International Economic Review.
Volume (Year): 16 (1975)
Issue (Month): 1 (February)
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- Baltagi, Badi H. & Li, Qi, 1995. "Testing AR(1) against MA(1) disturbances in an error component model," Journal of Econometrics, Elsevier, vol. 68(1), pages 133-151, July.
- repec:ebl:ecbull:v:3:y:2003:i:21:p:1-3 is not listed on IDEAS
- R. A. L. Carter & A. Zellner, 2002. "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," UWO Department of Economics Working Papers 20025, University of Western Ontario, Department of Economics.
- Foster, Kenneth A. & Mwanaumo, Anthony, 1995. "Estimation of dynamic maize supply response in Zambia," Agricultural Economics, Blackwell, vol. 12(1), pages 99-107, April.
- Richard Carter & Arnold Zellner, 2003. "AR Versus MA Disturbance Terms," Economics Bulletin, AccessEcon, vol. 3(21), pages 1-3.
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