Generalizing Hosking (1980a), the Lagrange-multiplier test procedure is applied to hypotheses concerning multivariate autoregressive moving-average time-series models. The portmanteau and Quenouille ...
When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...
This is a preview. Log in through your library . Abstract We derive Lagrange multiplier and likelihood ratio specification tests for the null hypotheses of multivariate normal and Student-t ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results