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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Institutional Knowledge at Singapore Management University
1984
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sg-smu-ink.soe_research-11702010-09-23T05:48:03Z Testing Linear and Log-Linear Regressions with Autocorrelated Errors TSE, Yiu Kuen 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. 1984-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/171 info:doi/10.1016/0165-1765(84)90007-7 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics |
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Singapore Management University |
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SMU Libraries |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
SMU Libraries |
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InK@SMU |
| language |
English |
| topic |
Econometrics |
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Econometrics TSE, Yiu Kuen Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| description |
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. |
| format |
text |
| author |
TSE, Yiu Kuen |
| author_facet |
TSE, Yiu Kuen |
| author_sort |
TSE, Yiu Kuen |
| title |
Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| title_short |
Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| title_full |
Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| title_fullStr |
Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| title_full_unstemmed |
Testing Linear and Log-Linear Regressions with Autocorrelated Errors |
| title_sort |
testing linear and log-linear regressions with autocorrelated errors |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1984 |
| url |
https://ink.library.smu.edu.sg/soe_research/171 |
| _version_ |
1770569046583934976 |