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Testing AR (1) against MA (1) disturbances in the dynamic linear regression model

Series: No. 12/92 Discussion paper. Publisher: Bundoora, Australia La Trobe University 1992Description: 39p.Subject(s): Economic theory Statistics

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Previous	STA Testing stationary nonnested short memory against long memory processes	STA On adaptive tests	STA Testing for ARCH in ARCH-in-mean model	STA Testing AR (1) against MA (1) disturbances in the dynamic linear regression model	STA Testing for a unit root in a time series with mean shifts	STA Some robust properties of unit root tests	STA Robustness of the ARCH tests in the presence of serial correlation	Next

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