Joint tests for regularity and autocorrelation in allocation systems
提出基于拉格朗日乘子法的程序，用于检验向量自回归误差的分配模型中序列无关、齐次性和对称性的任意组合，并推导六种约束组合下的最大似然估计表达式，以鹿特丹模型和微分AIDS模型为例进行说明。
Abstract In the context of allocation models with vector autoregressive errors we propose a convenient procedure, based on the Lagrange multiplier principle, for testing any possible combination of absence of serial correlation, homogeneity, and symmetry against any possible alternative which specifies autocorrelation of an arbitrary given order. We also derive generic expressions for the maximum likelihood estimation of the models under six possible combinations of constraints. The methodology is illustrated with the Rotterdam model and the differential AIDS model, both estimated from the same quarterly British data.