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
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Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations
scientific article; zbMATH DE number 1295245

    Statements

    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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