✦ LIBER ✦

A Lagrange multiplier test for GARCH models

✍ Scribed by John H.H. Lee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A lagrange multiplier test for skewness

✍ Dale J. Poirier 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 139 KB

ON THE LAGRANGE MULTIPLIER TEST FOR AUTO

✍ Greta M. Ljung 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

A simple lagrange multiplier test for lo

✍ Dale J. Poirier; Paul A. Ruud 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 214 KB

A Lagrange multiplier test for causality

✍ Christian M. Hafner; Helmut Herwartz 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 105 KB

On the Lagrange multiplier test for spat

✍ I. Fazekas; J. Lauridsen 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 397 KB

Power of the Lagrange multiplier test fo

✍ Dominique Guegan; Joseph Ngatchou Wandji 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 532 KB