✦ LIBER ✦

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL DIFFERENCE

✍ Scribed by Christos Agiakloglou; Paul Newbold

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Lagrange multiplier test for GARCH mod

✍ John H.H. Lee 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 365 KB

Modified lagrange multiplier tests for p

✍ Alan J. Rogers 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 991 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

Nonparametric pseudo-Lagrange multiplier

✍ Manuel Landajo, María José Presno 📂 Article 📅 2012 🏛 Springer Japan 🌐 English ⚖ 380 KB

A Lagrange multiplier stationarity test

✍ Ted Juhl 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 85 KB