Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "lagrange multiplier tests"

Econometrics Paper
Correlation Testing in Time Series, Spatial and Cross-Sectional Data Peter M Robinson
January 2009
Paper No' EM/2009/530:
Read Abstract | Full Paper (pdf)

JEL Classification: C21; C22; C29


Tags: heteroscedasticity; lagrange multiplier tests.