Search Results - subject:"Lagrange Multiplier"

Testing the Adequacy of Smooth Transition Autoregressive Models

Eitrheim, Øyvind; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 1995

evaluation cycle of this models by introducing a Lagrange multiplier (LM) test for the hypothesis of no error autocorrelation and …

Persistent link: https://www.econbiz.de/10005190874

Multivariate Lagrange Multiplier Tests for Fractional Integration

Nielsen, Morten Oe. - School of Economics and Management, University of Aarhus

We introduce a multivariate Lagrange Multiplier (LM) test for fractional integration. We derive and analyze the LM …Multivariate Lagrange Multiplier Tests for Fractional Integration Morten Ørregaard Nielsen Working Paper No. 2002 … - TELEFAX +45 86 13 63 34 Multivariate Lagrange Multiplier Tests for Fractional Integration Morten Ørregaard Nielsen …

Persistent link: https://www.econbiz.de/10005198793

Equivalent models in covariance structure analysis

Luijben, Thom - In: Psychometrika 56 (1991) 4, pp. 653-665

Persistent link: https://www.econbiz.de/10005603337

Empirical tests of some semi-survey update procedures applied to rectangular input-output tables

Saint Louis, Larry V. - In: Journal of regional science 29 (1989) 3, pp. 373-385

Persistent link: https://www.econbiz.de/10001068595

Testing separate time series models

McAleer, Michael; MacKenzie, Colin R.; Hall, Anthony D. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10000715058