Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (Q4178359): Difference between revisions
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Latest revision as of 23:10, 19 March 2024
scientific article; zbMATH DE number 3614039
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables |
scientific article; zbMATH DE number 3614039 |
Statements
Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (English)
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1978
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Asymptotic Properties
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Testing
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Autoregressive Model
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Moving Average
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Error Model
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LagGed Dependent Variables
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Lagrange Multipliers
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