Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (Q4178360)
From MaRDI portal
scientific article; zbMATH DE number 3614040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables |
scientific article; zbMATH DE number 3614040 |
Statements
Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (English)
0 references
1978
0 references
Error Autocorrelation
0 references
LagGed Dependent Variables
0 references
Arma
0 references
Higher Order Serial Correlation
0 references
Lagrange Multiplier Tests
0 references
First Order Markov Form
0 references
Asymptotic Tests
0 references
