A note on the Wald, LR and LM tests and misspecification
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Cites work
- scientific article; zbMATH DE number 3338262 (Why is no real title available?)
- Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
- Conflict Among the Criteria Revisited; The W, LR and LM Tests
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
- Conflict among testing procedures?
Cited in
(6)- On the Robustness of LM, LR, and W Tests in Regression Models
- Wald,LM and LR test statistics of linear hypothese in a strutural equation model
- The Lagrange multiplier test for autocorrelation in the presence of linear restrictions
- scientific article; zbMATH DE number 3930202 (Why is no real title available?)
- On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization
- scientific article; zbMATH DE number 1944486 (Why is no real title available?)
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