On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis.
Year of publication: |
1981
|
---|---|
Authors: | Godfrey, L G |
Published in: |
Econometrica. - Econometric Society. - Vol. 49.1981, 6, p. 1443-55
|
Publisher: |
Econometric Society |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Breusch, T S, (1986)
-
On the Uses of Misspecification Checks and Tests of Non-Nested Hypotheses in Emperical Econometrics.
Godfrey, L G, (1984)
-
The Sensitivity of Some General Checks to Omitted Variables in the Linear Model.
Godfrey, L G, (1994)
- More ...