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 ...

The Lagrange Multiplier (LM) test is one of the principal tools to detect ARCH and GARCH effects in financial data analysis. However, when the underlying data are non-normal, which is often the case ...

Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...