Tests for Serial Defendence in Limited Dependent Variable Models (Q3725413)
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English | Tests for Serial Defendence in Limited Dependent Variable Models |
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Tests for Serial Defendence in Limited Dependent Variable Models (English)
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1985
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limited dependent variable models
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asymptotically locally most
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powerful tests
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serially correlated alternatives
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serial
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dependence
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Lagrange multiplier tests
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Tobit model
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censored regression model
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autoregressive alternatives
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