caa a22 4500 477092276 CHVBK 20180405111518.0 cr unu---uuuuu 170330e19961201xx s 000 0 eng 10.1007/BF02589097 doi (NATIONALLICENCE)springer-10.1007/BF02589097 Furno Marilena University di Cassino, Via S. Lucia 173, 80132, Napoli, Italy aut The information matrix test in the linear regression with ARMA errors [Elektronische Daten] [Marilena Furno] Summary: The paper shows that the informaton matrix test presented by White (1982) decomposes into the sum of quadratic forms in the case of a linear model with ARMA errors. By extending previous results, which analysed the information matrix test in the presence of serial correlation, the test allows detection of additional sources of misspecification. Società Italiana di Statistica, 1996 information matrix test nationallicence ARMA process nationallicence conditional heteroskedasticity nationallicence non-normality nationallicence bilinearity nationallicence Journal of the Italian Statistical Society Springer-Verlag 5/3(1996-12-01), 369-385 1121-9130 5:3<369 1996 5 10260 https://doi.org/10.1007/BF02589097 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02589097 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Furno Marilena University di Cassino, Via S. Lucia 173, 80132, Napoli, Italy aut NATIONALLICENCE 773 0- Journal of the Italian Statistical Society Springer-Verlag 5/3(1996-12-01), 369-385 1121-9130 5:3<369 1996 5 10260 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer