The information matrix test in the linear regression with ARMA errors (Q3598368)
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scientific article; zbMATH DE number 5501159
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| English | The information matrix test in the linear regression with ARMA errors |
scientific article; zbMATH DE number 5501159 |
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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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0.8852028
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0.8617502
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0.8611982
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