On using Durbin's h-test to validate the partial-adjustment model

Autor:	H.E. Doran
Rok vydání:	1986
Předmět:	Score test Economics and Econometrics Arithmetic Finance Test (assessment) Mathematics
Zdroj:	Economics Letters. 21:21-25
ISSN:	0165-1765
Popis:	A Lagrange multiplier test for diagnostically checking the partial-adjustment model is presented. This test is more powerful than the commonly used Durbin h-test because a non-linear restriction on the parameters is taken into account.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b8de9b1f5b0e7849c77ce4ec77368ccf https://doi.org/10.1016/0165-1765(86)90114-x Zobrazit plný text záznamu