The functional equivalence of the W, LR, and LM statistics-Reference-Cited by-同舟云学术

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The functional equivalence of the W, LR, and LM statistics

Published:1995-08 Issue:2 Volume:49 Page:109-112
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Stewart Kenneth G.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. A note on testing demand homogeneity;Bera;Journal of Econometrics,1982

2. Conflict among criteria for testing hypotheses in the multi-variate linear regression model;Berndt;Econometrica,1977

3. Empirical tests of the consumption-oriented CAPM;Breeden;The Journal of Finance,1989

4. Conflict among the criteria revisited: The W, LR and LM tests;Evans;Econometrica,1982

5. Conflict among test procedures in a linear regression model with lagged dependent variables;Evans,1983

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Comparing Asset Pricing Models;The Journal of Finance;2018-03-31

2. Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter;SSRN Electronic Journal;2017

3. Comparing Asset Pricing Models;SSRN Electronic Journal;2015

4. Diversification Gains in the Market for Provincial Bonds;SSRN Electronic Journal;2008

5. Exact testing in multivariate regression;Econometric Reviews;1997-01

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