Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models

Godfrey, L.G. (2007) Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models. Computation Statistics & Data Analysis. pp. 3282-3295.

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Authors/Creators:
  • Godfrey, L.G. (leslie.godfrey@york.ac.uk)
Copyright, Publisher and Additional Information: © 2006 Elsevier B.V. This is an author produced version of a paper subsequently published in 'Computation Statistics & Data Analysis'.
Keywords: bootstrap,serial correlation,Lagrange multiplier test
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: Repository Officer
Date Deposited: 22 Jun 2007
Last Modified: 17 Apr 2016 00:01
Published Version: http://dx.doi.org/10.1016/j.csda.2006.05.020
Status: Published
Refereed: Yes

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