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Multivariate Lagrange Multiplier Tests for Fractional Integration

✍ Scribed by Nielsen, M. O.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

LAGRANGE MULTIPLIER TESTS FOR FRACTIONAL

✍ Christos Agiakloglou; Paul Newbold 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 503 KB

Some Lagrange Multiplier Tests for Seaso

✍ W. K. Li 📂 Article 📅 1991 🏛 Oxford University Press 🌐 English ⚖ 821 KB

Lagrange Multiplier Tests for Normality

✍ Alastair Hall 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 318 KB

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