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Lagrance-multiplier tersts for weak exogeneity: a synthesis - MaRDI portal

Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142)

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scientific article; zbMATH DE number 1062684
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English
Lagrance-multiplier tersts for weak exogeneity: a synthesis
scientific article; zbMATH DE number 1062684

    Statements

    title
    Lagrance-multiplier tersts for weak exogeneity: a synthesis (English)
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    author
    H. Peter Boswijk
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    Jean-Pierre Urbain
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    publication date
    17 September 1997
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    zbMATH Keywords
    Lagrange-multiplier test
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    money demand
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    weak exogeneity
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    dynamic regression models
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    Durbin-Wu-Hausman specification tests
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    cointegration
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    error correction models
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    91B84
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    62H15
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    zbMATH DE Number
    1062684
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    OpenAlex ID
    W2153790906
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