Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (Q4178359)

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scientific article; zbMATH DE number 3614039
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Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
scientific article; zbMATH DE number 3614039

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    Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (English)
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    1978
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    Asymptotic Properties
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    Testing
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    Autoregressive Model
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    Moving Average
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    Error Model
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    LagGed Dependent Variables
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    Lagrange Multipliers
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