scientific article; zbMATH DE number 1124636

zbMATH Open0919.62065MaRDI QIDQ4378666

Hans Nyquist

Publication date: 5 September 1999

Title of this publication is not available (Why is that?)

zbMATH Keywords

Lagrange multiplier test\(L^1\)-norm estimationauto-regressive errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (1)

Constructing Optimal tests on a Lagged dependent variable

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