Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
| Year of publication: |
2007
|
|---|---|
| Authors: | Godfrey, L.G. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 7, p. 3282-3295
|
| Publisher: |
Elsevier |