A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances (Q3323107)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances |
scientific article |
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A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances (English)
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1984
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independence of stochastic regressors and disturbances
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algebraic factorization of the likelihood ratio statistic
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asymptotic efficiency
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