Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression

Philippe Deschamps

No 1234, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 1996-01-01
Note: In : Annales d'Economie et de Statistique, 43, 149-169, 1996
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Journal Article: Monte Carlo Methodology for LM and LR Autocorrelation Tests in Multivariate Regression (1996)
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