A Lagrange multiplier test for GARCH models (Q1184755): Difference between revisions

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+Q3275309
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+Generalized autoregressive conditional heteroscedasticity
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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+Testing the specification of a fitted autoregressive-moving average model
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+Q5556138
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+Q5645536
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+The Lagrangian Multiplier Test
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