VARIABLE ADDITION AND LAGRANGE MULTIPLIER TESTS FOR LINEAR AND LOGARITHMIC REGRESSION-MODELS

被引：49

作者：

GODFREY, LG ^{[1
]}

MCALEER, M ^{[1
]}

MCKENZIE, CR ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CANBERRA,ACT 2600,AUSTRALIA

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1988年 / 70卷 / 03期

关键词：

D O I：

10.2307/1926788

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：492 / 503

页数：12

共 28 条

[1] A COMPARISON OF THE BOX-COX MAXIMUM-LIKELIHOOD ESTIMATOR AND THE NON-LINEAR 2-STAGE LEAST-SQUARES ESTIMATOR [J].

AMEMIYA, T ;

POWELL, JL .

JOURNAL OF ECONOMETRICS, 1981, 17 (03) :351-381

[2] SELECTION OF DATA TRANSFORMATIONS [J].

ANDREWS, DF .

BIOMETRIKA, 1971, 58 (02) :249-&

[3] TESTING LINEAR VERSUS LOGARITHMIC REGRESSION-MODELS [J].

ANEURYNEVANS, G ;

DEATON, A .

REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) :275-291

[4]

ATKINSON AC, 1973, J ROY STAT SOC B MET, V35, P473

[5]

BERA AK, 1988, IN PRESS SANKHYA

[6]

BERA AK, 1983, SSRC ECONOMETRIC STU

[7]

BERA AK, 1981, 040 AUSTR NAT U WORK

[8] AN ANALYSIS OF TRANSFORMATIONS [J].

BOX, GEP ;

COX, DR .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) :211-252

[9] DATA TRANSFORMATION TESTS [J].

BREUSCH, TS ;

GODFREY, LG .

ECONOMIC JOURNAL, 1986, 96 :47-58

[10]

COX DR, 1962, J ROY STAT SOC B, V24, P406

← 1 2 3 →