Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (Q583808)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model |
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Classical tests for contemporaneously uncorrelated disturbances in the linear simultaneous equations model (English)
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1989
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testing for uncorrelated disturbances
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score vector
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information matrix
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Crámer-Rao lower bound
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linear simultaneous equations model
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Lagrange multiplier test statistic
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Wald test statistic
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