Finite sample properties of a simple LM test for neglected nonlinearity in error‐correcting regression equations

DOI10.1111/1467-9574.00099zbMath0921.62140OpenAlexW2090495156MaRDI QIDQ4248111

Norman R. Swanson

Publication date: 5 October 1999

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00099

zbMATH Keywords

Lagrange multipliernonlinearity testvector error-correction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Economic growth models (91B62)

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