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Testing for autocorrelation in the autoregressive moving average error model

dc.contributor.authorFitts, Johnen_US
dc.date.accessioned2006-04-17T16:32:50Z
dc.date.available2006-04-17T16:32:50Z
dc.date.issued1973-12en_US
dc.identifier.citationFitts, John (1973/12)."Testing for autocorrelation in the autoregressive moving average error model." Journal of Econometrics 1(4): 363-376. <http://hdl.handle.net/2027.42/33758>en_US
dc.identifier.urihttp://www.sciencedirect.com/science/article/B6VC0-4582CV1-5/2/e4ef8e94c461517174cfac8561d42fe4en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/33758
dc.format.extent802398 bytes
dc.format.extent3118 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherElsevieren_US
dc.titleTesting for autocorrelation in the autoregressive moving average error modelen_US
dc.typeArticleen_US
dc.rights.robotsIndexNoFollowen_US
dc.subject.hlbsecondlevelStatistics and Numeric Dataen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbsecondlevelEconomicsen_US
dc.subject.hlbtoplevelSocial Sciencesen_US
dc.subject.hlbtoplevelScienceen_US
dc.subject.hlbtoplevelBusinessen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumUniversity of Michigan, Ann Arbor, U.S.A.en_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/33758/1/0000010.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1016/0304-4076(73)90022-5en_US
dc.identifier.sourceJournal of Econometricsen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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