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

Robert F. Engle
Published Date
Copyright 1980
ISBN 1483241750
Book: Evaluation of Econometric Models
Book editors: Jan Kmenta & James B. Ramsey
PUBLISHER: Academic Press
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  • Robert F. Engle, Evaluation of Econometric Models (Academic Press, 1980), chap. 17, https://www.nber.org/books-and-chapters/evaluation-econometric-models/hypothesis-testing-spectral-regression-lagrange-multiplier-test-regression-diagnostic.

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