Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108)

From MaRDI portal
Revision as of 03:02, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Power of the Lagrange multiplier test for testing an autoregressive unit root
scientific article

    Statements

    Power of the Lagrange multiplier test for testing an autoregressive unit root (English)
    0 references
    0 references
    0 references
    27 February 1997
    0 references
    Autoregressive integrated moving average model
    0 references
    Autoregressive unit root
    0 references
    Lagrange multiplier test
    0 references

    Identifiers