Lagrange Multiplier Tests for Testing Non-Linearities in...

Lagrange Multiplier Tests for Testing Non-Linearities in Time Series Models

Pentti Saikkonen and Ritva Luukkonen
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Volume:
15
Year:
1988
Language:
english
Journal:
Scandinavian Journal of Statistics
DOI:
10.2307/4616085
File:
PDF, 1.45 MB
english, 1988
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