scientific article; zbMATH DE number 3874464

MaRDI QIDQ3340000zbMATH OpenFDO

Authors Moheb A. Ghali, Marcellus S. Snow

Publication date 1984

zbMATH Keywords

autocorrelated disturbancescorrelation theoryfunctional formheteroskedasticitymissing variablesmodelingmultivariable systemsrandom processesSavin-White testsimultaneous testspecification error

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(1)

• Model specification tests. A simultaneous approach

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