Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

Author:

Engle Robert F.

Publisher

Elsevier

Reference61 articles.

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3. Model Specification Tests: A Simultaneous Approach;Bera;Journal of Econometrics,1982

4. Conflict Among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model;Berndt;Econometrica,1977

5. Testing for Autocorrelation in Dynamic Linear Models;Breusch;Australian Economic Papers,1978

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