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A GENERAL APPROACH TO THE CONSTRUCTION OF MODEL DIAGNOSTICS BASED UPON THE LAGRANGE MULTIPLIER PRINCIPLE

Robert F. Engle
DOI: 10.22004/ag.econ.269054
The Warwick Economics Research Paper Series (TWERPS)

Data up to Jan 2025

Published1979
Citations11
References0
Fields
Computer scienceMathematicsEconometricsStatisticsMathematical optimization

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A GENERAL APPROACH TO THE CONSTRUCTION OF MODEL DIAGNOSTICS BASED UPON THE LAGRANGE… (1979) – The Warwick Economics Research Paper Series (TWERPS) | Metascience Observatory Explorer