Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables¶

Godfrey, L. G. (1978). Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables.

Type: Unclassified
Intellectual base: Unclassified
Year: 1978
DOI: 10.2307/1913829
Link: https://doi.org/10.2307/1913829

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Breusch–Godfrey test
- The entry records a descriptive analytical identity; practical use requires the governing domain's evidence, standards, and safety obligations.

Verification¶

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Registry ID ref:0f05c451fdea · see in the full table