LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS

DOI10.1017/S026646660016205XzbMath0957.62046OpenAlexW2114216517MaRDI QIDQ4512681

Marilena Furno

Publication date: 29 March 2001

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660016205x

zbMATH Keywords

conditional heteroskedasticityautocorrelationLagrange multiplier tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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