A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
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Publication:3323107
DOI10.2307/2648879zbMath0537.62097OpenAlexW2058144970MaRDI QIDQ3323107
Publication date: 1984
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2648879
asymptotic efficiencyalgebraic factorization of the likelihood ratio statisticindependence of stochastic regressors and disturbances
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