scientific article

zbMath0548.62075MaRDI QIDQ3340000

Moheb A. Ghali, Marcellus S. Snow

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

modelingmultivariable systemsrandom processesfunctional formmissing variablesheteroskedasticityspecification errorsimultaneous testautocorrelated disturbancescorrelation theorySavin-White test

Mathematics Subject Classification ID

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

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