Small sample properties of alternative forms of the Lagrange multiplier test
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Publication:374828
DOI10.1016/0165-1765(83)90048-4zbMath1273.91362OpenAlexW1987124115MaRDI QIDQ374828
Russell Davidson, James G. MacKinnon
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(83)90048-4
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Cites Work
- Small sample properties of alternative forms of the Lagrange multiplier test
- Model Specification Tests Based on Artificial Linear Regressions
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Testing Linear and Log-Linear Regressions for Functional Form
- Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables
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