Pages that link to "Item:Q3914290"
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The following pages link to On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis (Q3914290):
Displaying 7 items.
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Generalized autoregressive conditional heteroscedasticity (Q1821471) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Reprint of: Generalized autoregressive conditional heteroskedasticity (Q2697962) (← links)
- Goodness-of-link tests for multivariate regression models (Q2834733) (← links)
