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

DOI10.1016/0165-1765(84)90024-7MaRDI QIDQ374885zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

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• scientific article; zbMATH DE number 3930202
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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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