The Lagrange multiplier test for autocorrelation in the presence of linear restrictions
G. Evans; K. D. Patterson
| Year of publication: |
1985
|
|---|---|
| Authors: | Evans, G. ; Patterson, K. D. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 17.1985, 3, p. 237-241
|
| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002132514