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    1984
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    linear hypothesis
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    generalized least squares models
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    asymptotic equivalence
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    optimality
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    non-spherical disturbances
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    serial correlation
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    testing for non-linearities
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    truncated distributions
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    Lagrange multiplier test
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    heteroscedasticity
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    common factor loadings
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    exogeneity
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    discrete choice situations
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    Wald test
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    likelihood ratio test
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    log-likelihood function
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    Hausman's specification test
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