Power of the Lagrange multiplier test for testing an autoregressive unit root (Q1351108)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Power of the Lagrange multiplier test for testing an autoregressive unit root |
scientific article; zbMATH DE number 984271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power of the Lagrange multiplier test for testing an autoregressive unit root |
scientific article; zbMATH DE number 984271 |
Statements
Power of the Lagrange multiplier test for testing an autoregressive unit root (English)
0 references
27 February 1997
0 references
Autoregressive integrated moving average model
0 references
Autoregressive unit root
0 references
Lagrange multiplier test
0 references
0 references
