This is a preview. Log in through your library . Abstract The Lagrange multiplier test of the restrictions for a simple but common class of rational expectations model is developed. For these kinds of ...
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 ...
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