Improved Inference for Moving Average Disturbances in Nonlinear Regression Models

Table 3

Results for 90% and 95% confidence intervals for 𝛾.

Method	90% CI for 𝛾	95% CI for 𝛾
LR	[0.590, 0.934]	[0.567, 0.978]
Wald	[0.589, 0.887]	[0.546, 0.970]
BN	[0.587, 0.859]	[0.509, 0.911]