LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (Q4512681): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:30, 7 February 2024
scientific article; zbMATH DE number 1525692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS |
scientific article; zbMATH DE number 1525692 |
Statements
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (English)
0 references
29 March 2001
0 references
Lagrange multiplier tests
0 references
conditional heteroskedasticity
0 references
autocorrelation
0 references
