A simplified method of calculating the score test for serial correlation in multivariate models

DOI10.1016/0165-1765(86)90057-1zbMath1328.62520OpenAlexW2040611895WikidataQ127207613 ScholiaQ127207613MaRDI QIDQ899820

Alastair R. Hall

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90057-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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