Pages that link to "Item:Q375061"
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The following pages link to The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061):
Displaying 6 items.
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- Testing linear and log-linear regressions with autocorrelated errors (Q374913) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- On the Lagrange multiplier test for spatial correlation in econometric models (Q1291189) (← links)
- Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)