Q3703164
type: Item
instance of: scholarly article
zbMATH Open document ID: 0581.62094
author: Robert F. Engle
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 3930202
zbMATH Keywords: linear hypothesis
zbMATH Keywords: generalized least squares models
zbMATH Keywords: asymptotic equivalence
zbMATH Keywords: optimality
zbMATH Keywords: non-spherical disturbances
zbMATH Keywords: serial correlation
zbMATH Keywords: testing for non-linearities
zbMATH Keywords: truncated distributions
zbMATH Keywords: Lagrange multiplier test
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: common factor loadings
zbMATH Keywords: exogeneity
zbMATH Keywords: discrete choice situations
zbMATH Keywords: Wald test
zbMATH Keywords: likelihood ratio test
zbMATH Keywords: log-likelihood function
zbMATH Keywords: Hausman's specification test
MaRDI profile type: Publication
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description: scientific article