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The Lagrangean multiplier test for a model with two selectivity criteria - MaRDI portal

The Lagrangean multiplier test for a model with two selectivity criteria (Q1193001)

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scientific article; zbMATH DE number 61865
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English
The Lagrangean multiplier test for a model with two selectivity criteria
scientific article; zbMATH DE number 61865

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    The Lagrangean multiplier test for a model with two selectivity criteria (English)
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    27 September 1992
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    Lagrange multiplier test
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    asymptotic equivalence
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    \(F\)-statistic
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    hypothesis of no selection bias
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    model with two different selection rules
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    power properties
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