Hypothesis testing in spectral regression, the Lagrange multiplier test as a regression diagnostic
Year of publication: |
1980
|
---|---|
Authors: | Engle, Robert F. |
Published in: |
Evaluation of econometric models. - New York [u.a.] : Acad. Pr., ISBN 0-12-416550-8. - 1980, p. 309-321
|
Subject: | Statistik Zeitreihe | Ökonometrisches Makromodell |
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