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Testing for serial correlation against an ARMA (1,1) process

Donald W. K. Andrews

Publication Data

Title Testing for serial correlation against an ARMA (1,1) process
Author Donald W. K. Andrews
Contributors Werner Ploberger, Werner Ploberger
Publisher St. Salvator's College
Publication date 1995
Publication location St. Andrews
Language English

Topics

Regression analysis
Statistical hypotheses testing

Catalogue Data

OBNB ID GB9606206
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 31 p.
P1042 Includes bibliographical references.

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Testing for serial correlation against an ARMA (1,1) process by Donald W. K. Andrews. Published by St. Salvator's College in 1995. Publication and catalogue information, links to buy online and reader comments.

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