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On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
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On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
LG
L. G. Godfrey
L. G. Godfrey
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1 November 1981
journal article
Published by
JSTOR
in
Econometrica
Vol. 49
(6)
,
1443
https://doi.org/10.2307/1911410
Abstract
No abstract available
Keywords
LAGRANGE MULTIPLIER
ALTERNATIVE HYPOTHESIS
MULTIPLIER TEST
INVARIANCE
RESPECT
CHANGES
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Cited by 26 articles
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