Testing moving average against autoregressive disturbances in the linear-regression model

Silvapulle, Paramsothy, King, Maxwell L. . Journal of Business & Economic Statistics 1991. 9 :329-335

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Bibtex

@article{CIS-100094,
  Author = {Silvapulle, Paramsothy and King, Maxwell L.},
  Title = {Testing moving average against autoregressive disturbances in the linear-regression model},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {329--335},
  Keywords = {ARMA, Lagrange multiplier test}
}

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