Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945)

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Testing for Serial Correlation: Generalized Andrews–Ploberger Tests
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    Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (English)
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    11 October 2010
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    autoregressive moving average models
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    Lagrange multiplier test
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    nonstandard testing
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    statistically dependent time series
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    uncorrelatedness
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