{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,1]],"date-time":"2025-11-01T14:47:23Z","timestamp":1762008443080,"version":"build-2065373602"},"reference-count":6,"publisher":"Oxford University Press (OUP)","issue":"1","license":[{"start":{"date-parts":[[1983,9,1]],"date-time":"1983-09-01T00:00:00Z","timestamp":431222400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[1983,9,1]]},"abstract":"<jats:title>SUMMARY<\/jats:title>\n               <jats:p>The one-sided Lagrange multiplier test is suggested for testing the null autoregressive (AR) model against the AR model with measurement error. The test statistic is shown to be asymptotically N(0, 1) under the null. Finite sample properties of the test both under the null and under the alternative are examined briefly by simulations.<\/jats:p>","DOI":"10.1111\/j.2517-6161.1983.tb01233.x","type":"journal-article","created":{"date-parts":[[2018,12,7]],"date-time":"2018-12-07T06:45:41Z","timestamp":1544165141000},"page":"77-80","source":"Crossref","is-referenced-by-count":4,"title":["The One-Sided Lagrange Multiplier Test of the <i>AR<\/i> (<i>p<\/i>) Model <i>vs<\/i> the <i>AR<\/i> (<i>p<\/i>) Model with Measurement Error"],"prefix":"10.1093","volume":"45","author":[{"given":"Katsuto","family":"Tanaka","sequence":"first","affiliation":[{"name":"Konazawa University \u00a0 Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2018,12,5]]},"reference":[{"volume-title":"Optimal Filtering.","year":"1979","author":"Anderson","key":"2024090920514036600_rssb01233-cit-0001"},{"volume-title":"Time Series Analysis, Forecasting and Control.","year":"1976","author":"Box","key":"2024090920514036600_rssb01233-cit-0002"},{"key":"2024090920514036600_rssb01233-cit-0003","doi-asserted-by":"crossref","first-page":"1509","DOI":"10.1080\/01621459.1970.10481180","article-title":"Distribution of residual autocorrelations in autoregressive-integrated moving average time series models","volume":"65","author":"Box","year":"1970","journal-title":"J. Amer. Statist. Ass."},{"key":"2024090920514036600_rssb01233-cit-0004","doi-asserted-by":"crossref","first-page":"573","DOI":"10.1214\/aoms\/1177728725","article-title":"On the distribution of the likelihood ratio","volume":"25","author":"Chernoff","year":"1954","journal-title":"Ann. Math. Statist."},{"key":"2024090920514036600_rssb01233-cit-0005","doi-asserted-by":"crossref","first-page":"311","DOI":"10.2307\/2346910","article-title":"An algorithm for exact maximum likelihood estimation of autoregressive-moving average models by means of Kalman filtering","volume":"29","author":"Gardner","year":"1980","journal-title":"Appl. Statist."},{"key":"2024090920514036600_rssb01233-cit-0006","doi-asserted-by":"crossref","first-page":"1303","DOI":"10.2307\/1913830","article-title":"Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables","volume":"46","author":"Godfrey","year":"1978","journal-title":"Econometrica"}],"container-title":["Journal of the Royal Statistical Society Series B: Statistical Methodology"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1111%2Fj.2517-6161.1983.tb01233.x","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/academic.oup.com\/jrsssb\/article-pdf\/45\/1\/77\/49097815\/jrsssb_45_1_77.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"syndication"},{"URL":"https:\/\/academic.oup.com\/jrsssb\/article-pdf\/45\/1\/77\/49097815\/jrsssb_45_1_77.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,9,9]],"date-time":"2024-09-09T21:38:44Z","timestamp":1725917924000},"score":1,"resource":{"primary":{"URL":"https:\/\/academic.oup.com\/jrsssb\/article\/45\/1\/77\/7027711"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1983,9,1]]},"references-count":6,"journal-issue":{"issue":"1","published-online":{"date-parts":[[2018,12,5]]},"published-print":{"date-parts":[[1983,9,1]]}},"URL":"https:\/\/doi.org\/10.1111\/j.2517-6161.1983.tb01233.x","relation":{},"ISSN":["1369-7412","1467-9868"],"issn-type":[{"type":"print","value":"1369-7412"},{"type":"electronic","value":"1467-9868"}],"subject":[],"published-other":{"date-parts":[[1983,9]]},"published":{"date-parts":[[1983,9,1]]}}}