Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations (Q4248111)
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scientific article; zbMATH DE number 1295245
Language | Label | Description | Also known as |
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English | Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations |
scientific article; zbMATH DE number 1295245 |
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Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations (English)
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5 October 1999
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vector error-correction
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nonlinearity test
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Lagrange multiplier
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