Author:
Davidson Russel,MacKinnon James G.
Subject
Economics and Econometrics,Finance
Reference6 articles.
1. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974
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4. Small sample properties of alternative forms of the Lagrange Multiplier test;Davidson,1981
5. Testing for higher order serial correlation in regression equations when the regressors include lagged dependent variables;Godfrey;Econometrica,1978
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