Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
作者： P.M. Robinson
DOI: 10.1016/0304-4076(91)90078-R
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摘要: … A popular LM test for DCH is ALMPU against both an AR(/>) and MAt [I) … ) in testing for disturbance SC in the Tobit model, though the actual alternatives discussed there were the AR(p) …
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