LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (Q4512681): Difference between revisions

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Latest revision as of 10:08, 30 July 2024

scientific article; zbMATH DE number 1525692
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English
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
scientific article; zbMATH DE number 1525692

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    LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (English)
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    29 March 2001
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    Lagrange multiplier tests
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    conditional heteroskedasticity
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    autocorrelation
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