Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients

DOI10.2307/1912291zbMath0516.62101OpenAlexW1990811935MaRDI QIDQ3664278

Katsuto Tanaka

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912291

zbMATH Keywords

asymptotic normalitynon-normality of Lagrange multiplier statistictesting constancy of regression coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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