Improved Inference for Moving Average Disturbances in Nonlinear Regression Models

Table 5

Results for 95% confidence intervals for 𝛽₁, 𝛽₂, 𝛽₃, 𝜎², and 𝛾.

Method	𝛽1	𝛽2	𝛽3	𝛾	𝜎^2
LR	[−0.087, 0.234]	[0.672, 0.711]	[1.065, 1.114]	[−0.095, 0.346]	[0.006, 0.023]
Wald	[−0.089, 0.239]	[0.676, 0.708]	[1.066, 1.074]	[−0.098, 0.336]	[0.004, 0.021]
BN	[−0.097, 0.138]	[0.659, 0.721]	[1.056, 1.072]	[−0.019, 0.249]	[0.010, 0.016]