NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic

Robert F. Engle

Chapter in NBER book Evaluation of Econometric Models (1980), Jan Kmenta and James B. Ramsey, editors (p. 309 - 321)
Published in 1980 by Academic Press

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