Model Specification Tests Based on Artificial Linear Regressions (Q3217504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model Specification Tests Based on Artificial Linear Regressions |
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Model Specification Tests Based on Artificial Linear Regressions (English)
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1984
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model specification tests
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Lagrange multiplier tests
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misspecification
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artificial linear regression
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covariance matrix estimates
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nonlinear maximization algorithm
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