The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
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 |
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