Lagrange-Multiplier Tests of Multivariate Time-Series Models
1981 ◽
Vol 43
(2)
◽
pp. 219-230
◽
1993 ◽
Vol 22
(4)
◽
pp. 1135-1160
1980 ◽
Vol 42
(2)
◽
pp. 170-181
◽
1982 ◽
Vol 3
(3)
◽
pp. 153-164
◽
1990 ◽
Vol 13
(1)
◽
pp. 35-43
◽
Keyword(s):
Keyword(s):
1973 ◽
Vol 35
(1)
◽
pp. 76-85
◽