Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Serial Correlation: Generalized Andrews–Ploberger Tests |
scientific article |
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Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (English)
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11 October 2010
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autoregressive moving average models
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Lagrange multiplier test
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nonstandard testing
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statistically dependent time series
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uncorrelatedness
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