Testing Linear and Log-Linear Regressions with Autocorrelated Errors

• المؤلف الرئيسي: TSE, Yiu Kuen
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1984
• الموضوعات: Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/171

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.