Lagrange multiplier tests for testing non-linearities in time series models

Lagrange multiplier tests for testing non-linearities in time series models

datePublished

• 1986

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 71590
• propertyID: FI-MELINDA value: 000039319
• propertyID: skl value: fx71590

isbn

• 9514539761

isPartOf

• Fennica
• Research report / Department of Statistics, University of Helsinki

name

• Lagrange multiplier tests for testing non-linearities in time series models

numberOfPages

• [2], 38 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Hki organizer: Helsingin yliopisto

publisher

• Helsingin yliopisto