Research Article
Improved Inference for Moving Average Disturbances in Nonlinear Regression Models
Table 2
NLS results with errors
and MLE results with MA(1) errors given by (
35).
| Parameters | Naive NLS estimates | ML estimates | Estimates | Stand. errors | Estimates | Stand. errors |
| | 131.8 | 4.692 | 129.3 | 1.543 | | 4.600 | 0.135 | 4.644 | 0.021 | | 0.878 | 0.005 | 0.8901 | 0.001 | | 1.462 | 0.032 | ⋯ | ⋯ | | ⋯ | ⋯ | 0.709 | 0.154 | | ⋯ | ⋯ | 1.074 | 0.004 |
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