Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
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Publication:4178359
DOI10.2307/1913829zbMath0395.62062OpenAlexW2085925457MaRDI QIDQ4178359
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913829
TestingAsymptotic PropertiesMoving AverageAutoregressive ModelLagrange MultipliersLagGed Dependent VariablesError Model
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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