Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108): Difference between revisions
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Revision as of 14:07, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power of the Lagrange multiplier test for testing an autoregressive unit root |
scientific article |
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Power of the Lagrange multiplier test for testing an autoregressive unit root (English)
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27 February 1997
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Autoregressive integrated moving average model
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Autoregressive unit root
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Lagrange multiplier test
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