Specification testing when score test statistics are identically zero
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Publication:1820541
DOI10.1016/0304-4076(86)90045-XzbMath0615.62146MaRDI QIDQ1820541
Publication date: 1986
Published in: Journal of Econometrics (Search for Journal in Brave)
likelihood ratio testasymptotic efficiencyWald testspecification testingLagrange multiplier testC(alpha) testgeneralized efficient score testidentically zero score test statistics
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