The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
B. M. Pötscher
| Year of publication: |
1985
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| Authors: | Pötscher, B. M. |
| Published in: |
Metrika : international journal for theoretical and applied statistics. - Berlin : Springer, ISSN 0026-1335, ZDB-ID 3502-6. - Vol. 32.1985, 3/4, p. 129-150
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| Subject: | Ökonometrik Schätzung | Statistik Wahrscheinlichkeitstheorie | Theorie | Theory | Statistischer Test | Statistical test | Multiplikator | Multiplier | Schätzung | Estimation |
| Type of publication: | Article |
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| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002651814