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Small sample properties of alternative forms of the Lagrange Multiplier test
1 references·10 citing·49 second hop
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this work references cited by second hop

References

  • 1978Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables786 cited

Cited by

  • 1989A Survey of Some Recent Econometric Methods144 cited
  • 1988Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches121 cited
  • 1988Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity109 cited
  • 2008Modeling Ordered Choices: A Primer and Recent Developments100 cited
  • 2001LM Tests for Functional Form and Spatial Error Correlation67 cited
  • 1999Finite-sample properties of tests for equal forecast accuracy51 cited
  • 2009Distributional Tests in Multivariate Dynamic Models with Normal and Student t Innovations32 cited
  • 1986Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity30 cited
  • 2020New testing approaches for mean–variance predictability23 cited
  • 2010Distributional Tests in Multivariate Dynamic Models with Normal and Student-tInnovations21 cited

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