Locally optimal one-sided tests for multiparameter hypotheses
Year of publication: |
1997
|
---|---|
Authors: | King, Maxwell ; Wu, Ping |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 16.1997, 2, p. 131-156
|
Publisher: |
Taylor & Francis Journals |
Subject: | autoregressive disturbances | heteroscedasticity | Lagrange multiplier test | linear regression | locally most mean powerful test | variance components |
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