A note on the Wald, LR and LM tests and misspecification

DOI10.1016/0165-1765(84)90024-7zbMath1273.62044OpenAlexW1974391272MaRDI QIDQ374885

Kazuhiro Ohtani

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(84)90024-7

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (1)

The Lagrange multiplier test for autocorrelation in the presence of linear restrictions

Cites Work

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• Conflict among testing procedures?
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

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