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Some results on specification search and pre-testing in an ARMA(1,1) process.
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1998 (English)In: Journal of Time Series Analysis, ISSN 0143-9782, Vol. 19, no 6, 709-722 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
Blackwell Publishers, Oxford , 1998. Vol. 19, no 6, 709-722 p.
Keyword [en]
Pre-test, ARMA models, specification search, Monte Carlo simulation
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-31475OAI: oai:DiVA.org:uu-31475DiVA: diva2:59372
Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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