Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

Arma Asymptotic Tests Error Autocorrelation First Order Markov Form Higher Order Serial Correlation LagGed Dependent Variables Lagrange Multiplier Tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (43)

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