Power of the Lagrange multiplier test for certain subdiagonal bilinear models

We investigate the local power of the Lagrange multiplier test against a sequence of bilinear alternatives contiguous to the null hypothesis. Simulation experiments show that the experimental power agrees with the theoretical power, and that these powers are good.

MoreLess

Year of publication:	1996
Authors:	Guegan, Dominique ; Wandji, Joseph Ngatchou
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 29.1996, 3, p. 201-212
Publisher:	Elsevier
Keywords:	Bilinear models Lagrange multiplier test Contiguity Power of tests

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319552