Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (Q583808)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model |
scientific article; zbMATH DE number 4133374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model |
scientific article; zbMATH DE number 4133374 |
Statements
Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (English)
0 references
1989
0 references
testing for uncorrelated disturbances
0 references
score vector
0 references
information matrix
0 references
Crámer-Rao lower bound
0 references
linear simultaneous equations model
0 references
Lagrange multiplier test statistic
0 references
Wald test statistic
0 references
