Pages that link to "Item:Q374828"
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The following pages link to Small sample properties of alternative forms of the Lagrange multiplier test (Q374828):
Displayed 23 items.
- MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm (Q275248) (← links)
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- Testing for linear and log-linear regressions with heteroscedasticity (Q374967) (← links)
- On the calculation of the information matrix test in the normal linear regression model (Q902620) (← links)
- Some selection criteria for nested binary choice models: a comparative study (Q964651) (← links)
- Testing exclusion restrictions for a misspecified Tobit model (Q1189355) (← links)
- Simple LM tests of mis-specification for ordered logit models (Q1350857) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- Duration response measurement error (Q1867738) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- Tests of transformation in nonlinear regression (Q1927569) (← links)
- Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- Specification tests in ordered logit and probit models (Q4373274) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results (Q5943791) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)