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Serial Correlation Robust LM - MaRDI portal

Serial Correlation Robust LM (Q5133602)

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scientific article; zbMATH DE number 7272462
Language Label Description Also known as
English
Serial Correlation Robust LM
scientific article; zbMATH DE number 7272462

    Statements

    title
    Serial Correlation Robust LM (English)
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    author
    Jingjing Yang
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    Timothy J. Vogelsang
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    publication date
    10 November 2020
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    zbMATH Keywords
    Lagrange multiplier (LM) test
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    fixed-\(b\) asymptotics
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    structural change
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    long run variance
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    nonmonotonic power
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    kernel
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    robust bandwidth
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62G35
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    62M10
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    zbMATH DE Number
    7272462
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    OpenAlex ID
    W2493211014
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