WALD . LIKELIHOOD RATIO , AND LAGRANGE MULTiPLIER TESTS

@inproceedings{F1999WALDL,
  title={WALD . LIKELIHOOD RATIO , AND LAGRANGE MULTiPLIER TESTS},
  author={R. F.},
  year={1999}
}
5.1. The problem 5.2. The test statistics 5.3. The inequality 5.4. A numerical example 5.5. Instrumental variables 6. Asymptotic equivalence and optimality of the test statistics 7. The Lagrange Multiplier test as a diagnostic 8. Lagrange Multiplier tests for non-spherical disturbances 8.1. Testing for heteroscedasticity 8.2. Serial correlation 9. Testing the specification of the mean in several complex models 9.1. Testing for non-linearities 9.2. Testing for common factor dynamics 9.3. Testing… CONTINUE READING
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