A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A simple test for the consistency of dynamic linear regression in rational distributed lag models |
scientific article; zbMATH DE number 985244
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A simple test for the consistency of dynamic linear regression in rational distributed lag models |
scientific article; zbMATH DE number 985244 |
Statements
A simple test for the consistency of dynamic linear regression in rational distributed lag models (English)
0 references
28 February 1997
0 references
Lagrange multiplier test
0 references
dynamic linear regression
0 references
simulation
0 references
0.9044405
0 references
0.88610464
0 references
0.8685055
0 references
0.86456794
0 references
0.85924923
0 references
0.8583256
0 references
0.85764426
0 references
0.85732144
0 references
