LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (Q4512681)
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scientific article; zbMATH DE number 1525692
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| English | LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS |
scientific article; zbMATH DE number 1525692 |
Statements
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (English)
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29 March 2001
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Lagrange multiplier tests
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conditional heteroskedasticity
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autocorrelation
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0.8505405783653259
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0.8033885359764099
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0.7993261814117432
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0.7938569784164429
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0.7907406687736511
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