The Lagrange Multiplier test for autocorrelation in the presence of linear restrictions
by G. Evans and K. D. Patterson. University of Reading, Department Economics
| Year of publication: |
1984
|
|---|---|
| Authors: | Evans, G. ; Patterson, K. D. |
| Publisher: |
Reading |
| Subject: | Programmanalyse nichtlinear | Statistik | Korrelation und Regression | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Extent: | 5 S. 4° |
|---|---|
| Series: | University of Reading discussion paper in economics ; Ser. A, Nr 158 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003544067