Pages that link to "Item:Q3917404"
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The following pages link to The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics (Q3917404):
Displayed 50 items.
- Detecting and testing causality in linear econometric models (Q145819) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Skill-biased technical change in US manufacturing: a general index approach (Q262785) (← links)
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- Quantile regression with clustered data (Q312355) (← links)
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- A score-type test based on higher-order derivatives (Q375117) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- The generalized logit-linear item response model for binary-designed items (Q477952) (← links)
- A moment-based test for individual effects in the error component model with incomplete panels (Q491722) (← links)
- A Bayesian chi-squared test for hypothesis testing (Q496143) (← links)
- An LM test based on generalized residuals for random effects in a nonlinear model (Q498830) (← links)
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- Spurious regression (Q609686) (← links)
- An empirical analysis of valence in electoral competition (Q647560) (← links)
- Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models (Q789140) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors (Q899759) (← links)
- On using durbin's h-test to validate the partial-adjustment model (Q899789) (← links)
- A test for spatial autocorrelation in seemingly unrelated regressions (Q902602) (← links)
- A transformation of the inequality-constrained linear model (Q913422) (← links)
- Testing for random effects and spatial lag dependence in panel data models (Q958961) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
- A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP (Q1020049) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Testing under local misspecification and artificial regressions (Q1046214) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- A test for distributional assumptions for the stochastic frontier functions (Q1056511) (← links)
- Specification diagnostics based on Laguerre alternatives for econometric models of duration (Q1066598) (← links)
- Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) (← links)
- Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Random group effects and the precision of regression estimates (Q1089714) (← links)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)