scientific article; zbMATH DE number 3848473

MaRDI QIDQ3317962zbMATH OpenFDO

Authors

Publication date 1982

zbMATH Keywords

Wald testlikelihood ratio testLagrange multiplier testlagged dependent variables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cited in

(2)

• Preliminary-test estimation in a dynamic linear model
• Constructing Optimal tests on a Lagged dependent variable

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