Testing Linear and Log-Linear Regressions with Autocorrelated Errors
This paper considers the problem of testing linear and log-linear models with autocorrelated errors. Test of functional form as well as functional form and autocorrelation simultaneously are obtained using the Lagrange multiplier approach.
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1984
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/171 |
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| 機構: | Singapore Management University |
| 語言: | English |