A note on the Wald, LR and LM tests and misspecification

DOI10.1016/0165-1765(84)90024-7zbMATH Open1273.62044OpenAlexW1974391272MaRDI QIDQ374885FDOQ374885

Authors: Kazuhiro Ohtani 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90024-7

Recommendations

• scientific article; zbMATH DE number 3930202
• On the Robustness of LM, LR, and W Tests in Regression Models
• Misspecification tests and their uses in econometrics
• On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives
• Tests of specification in econometrics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Cites Work

• Title not available (Why is that?)
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Conflict among testing procedures?
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances

Cited In (6)

• Title not available (Why is that?)
• Title not available (Why is that?)
• 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
• On the Hauck–Donner Effect in Wald Tests: Detection, Tipping Points, and Parameter Space Characterization
• The Lagrange multiplier test for autocorrelation in the presence of linear restrictions

This page was built for publication: A note on the Wald, LR and LM tests and misspecification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q374885)