The information matrix test in the linear regression with ARMA errors (Q3598368)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The information matrix test in the linear regression with ARMA errors |
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The information matrix test in the linear regression with ARMA errors (English)
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3 February 2009
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information matrix test
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ARMA process
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conditional heteroskedasticity
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non-normality
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bilinearity
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