Small sample properties of alternative forms of the Lagrange Multiplier test
- 31 December 1983
- journal article
- Published by Elsevier in Economics Letters
- Vol. 12 (3-4) , 269-275
- https://doi.org/10.1016/0165-1765(83)90048-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Testing Linear and Log-Linear Regressions for Functional FormThe Review of Economic Studies, 1981
- The Lagrange Multiplier Test and its Applications to Model Specification in EconometricsThe Review of Economic Studies, 1980
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent VariablesEconometrica, 1978