Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency

McKenzie, C. R.; McAleer, Michael

Institute of Social and Economic Research Discussion Papers, 2001, 537

アクセス数:180件（2025-03-13 20:51 集計）

固定URL: https://hdl.handle.net/11094/13969

タイトル	Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
著者	NRID 1000010220980 1000010220980 著者名 McKenzie, C. R.
著者	著者名 McAleer, Michael
キーワード等	ISER discussion paper
出版者	The Institute of Social and Economic Research, Osaka University
収録物名	Institute of Social and Economic Research Discussion Papers
巻(号)	537
刊行年月	2001-05
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13969
関連情報 (references)	URI http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0537.pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Institute of Social and Economic Research Discussion Papers

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Institute of Social and Economic Research Discussion Papers. 2001, 537
DC.title	Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
DC.creator	McKenzie, C. R.
DC.creator	McAleer, Michael
DC.publisher	The Institute of Social and Economic Research, Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2001-05
DC.relation' scheme='DCTERMS.URI	http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0537.pdf
DC.subject	ISER discussion paper
DC.format	13969
citation_title	Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
citation_author	McKenzie, C. R.
citation_author	McAleer, Michael
citation_publisher	The Institute of Social and Economic Research, Osaka University
citation_language	英語
citation_date	2001-05
citation_journal_title	Institute of Social and Economic Research Discussion Papers
citation_volume	537
citation_public_url	https://hdl.handle.net/11094/13969
citation_abstract_html_url	http://www.iser.osaka-u.ac.jp/library/dp/2001/dp0537.pdf