The Lagrange multiplier test for autocorrelation in the presence of linear restrictions
type: Item
instance of: scholarly article
title: The Lagrange multiplier test for autocorrelation in the presence of linear restrictions
zbMATH Open document ID: 1273.62155
DOI: 10.1016/0165-1765(85)90209-5
author: Gareth Ian Evans
author: Kerry D. Patterson
published in: Economics Letters
publication date: 2013-10-24T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6218972
MaRDI profile type: Publication
full work available at URL: 0165-1765(85)90209-5
OpenAlex ID: W2005925182
cites work: Q3275309
cites work: Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
cites work: Q3906297
cites work: On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
cites work: Q5658973
cites work: An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
cites work: A note on the Wald, LR and LM tests and misspecification
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description: scientific article; zbMATH DE number 6218972