TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES

Author:

King Maxwell L.

Publisher

Wiley

Subject

Statistics and Probability

Reference26 articles.

1. A note on the exact transformation associated with the first-order moving average process;Balestra;J. Econometrics,1980

2. Evaluation of the power of the Durbin-Watson statistic for non-first order serial correlation alternatives. Rev. Econom;Blattberg;Statist.,1973

3. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models;Box;J. Amer. Statist. Assoc.,1970

4. Testing for autocorrelation in dynamic linear models. Austral. Econ;Breusch;Papers,1978

5. Algorithm AS155. The distribution of a linear combination of X2 random variables. Appl;Davis;Statist.,1980

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