The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

• 1 January 1980
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 47  (1) , 239-253
• https://doi.org/10.2307/2297111

Abstract

Keywords

• MODEL
• ECONOMETRICS
• LAGRANGE MULTIPLIER TEST
• PAGAN
• ECONOMIC STUDIES
• BREUSCH

All Related Versions

• Version 1, RePEc (Unconfirmed version)