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Small sample properties of alternative forms of the Lagrange Multiplier test · Study

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ArticleSmall sample properties of alternative forms of the Lagrange Multiplier test

Russel Davidson1983

Article1983

Small sample properties of alternative forms of the Lagrange Multiplier test

Russel Davidson · James G. MacKinnon

66 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Statistical Methods and Inference Advanced Statistical Methods and Models

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References

1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

Cited by

1989A Survey of Some Recent Econometric Methods 1988Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches 1988Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity 2008Modeling Ordered Choices: A Primer and Recent Developments 2001LM Tests for Functional Form and Spatial Error Correlation 1999Finite-sample properties of tests for equal forecast accuracy 2009Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations 1986Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity

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Details

Year1983

Typearticle

Published1983-01-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations66

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(83)90048-4

openalex_workW1987124115

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