Pages that link to "Item:Q3917404"

The following pages link to The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics (Q3917404):

Displayed 50 items.

• Detecting and testing causality in linear econometric models (Q145819) ‎ (← links)
• Non-parametric testing of discrete panel data models (Q579820) ‎ (← links)
• Test for normality in the econometric disequilibrium markets model (Q788454) ‎ (← links)
• Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) ‎ (← links)
• Maximum likelihood estimation and a specification test for non-normal distributional assumption for the accelerated failure time models (Q789140) ‎ (← links)
• A general approach to Lagrange multiplier model diagnostics (Q801625) ‎ (← links)
• Unbalanced panel data: a survey (Q849876) ‎ (← links)
• A transformation of the inequality-constrained linear model (Q913422) ‎ (← links)
• Testing for random effects and spatial lag dependence in panel data models (Q958961) ‎ (← links)
• Unobserved heterogeneity in panel time series models (Q959319) ‎ (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) ‎ (← links)
• Model specification tests. A simultaneous approach (Q1053408) ‎ (← links)
• A test for distributional assumptions for the stochastic frontier functions (Q1056511) ‎ (← links)
• Specification diagnostics based on Laguerre alternatives for econometric models of duration (Q1066598) ‎ (← links)
• Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) ‎ (← links)
• Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) ‎ (← links)
• Testing strategies for model specification (Q1084825) ‎ (← links)
• Random group effects and the precision of regression estimates (Q1089714) ‎ (← links)
• Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) ‎ (← links)
• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) ‎ (← links)
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) ‎ (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) ‎ (← links)
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) ‎ (← links)
• Some aspects of testing non-nested hypotheses (Q1172358) ‎ (← links)
• A standardized test for the error components model with the two-way layout (Q1182964) ‎ (← links)
• A monotonic property for iterative GLS in the two-way random effects model (Q1194025) ‎ (← links)
• Nonlinear models, rescaling and test invariance (Q1200018) ‎ (← links)
• Monte Carlo results on several new and existing tests for the error component model (Q1203086) ‎ (← links)
• Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) ‎ (← links)
• Testing serial correlation in semiparametric panel data models (Q1305628) ‎ (← links)
• Joint and separate score tests for state dependence and unobserved heterogeneity (Q1318998) ‎ (← links)
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) ‎ (← links)
• Approximate generalized extreme value models of discrete choice (Q1329136) ‎ (← links)
• Robustness of tests for error components models to non-normality (Q1350560) ‎ (← links)
• Testing for random individual and time effects using a Gauss-Newton regression (Q1351728) ‎ (← links)
• Misspecified heterogeneity in panel data models (Q1381178) ‎ (← links)
• Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) ‎ (← links)
• Testing panel data regression models with spatial error correlation. (Q1410567) ‎ (← links)
• The sensitivity of OLS when the variance matrix is (partially) unknown (Q1806696) ‎ (← links)
• Specification testing when score test statistics are identically zero (Q1820541) ‎ (← links)
• Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) ‎ (← links)
• Some approximations to power functions of \(\phi\)-divergence tests in parametric models (Q1872834) ‎ (← links)
• One-sided tests for independence of seemingly unrelated regression equations (Q1882950) ‎ (← links)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) ‎ (← links)
• Assessing cross-sectional correlation in panel data (Q1902503) ‎ (← links)
• Specification testing in Markov-switching time-series models (Q1906290) ‎ (← links)
• Misspecification tests and their uses in econometrics (Q1918128) ‎ (← links)
• Applying estimated score tests in econometrics (Q1918129) ‎ (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) ‎ (← links)
• The Sun also rises: productivity convergence between Japan and the USA (Q2432078) ‎ (← links)