A GENERAL-APPROACH TO LAGRANGE MULTIPLIER MODEL DIAGNOSTICS

[1] MAXIMUM-LIKELIHOOD ESTIMATION OF PARAMETERS SUBJECT TO RESTRAINTS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (03): : 813 - 828

[2] CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J]. ECONOMETRICA, 1977, 45 (05) : 1263 - 1277

[3] Breusch T. S., 1979, ECONOMETRICA, V47

[4] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[5] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[6] BREUSCH TS, 1980, HYPOTHESIS TESTS UNI

[7] Cox D.R., 1974, THEORETICAL STAT

[8] MISSPECIFIED MODELS WITH DEPENDENT OBSERVATIONS [J]. JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 35 - 58

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[1] MAXIMUM-LIKELIHOOD ESTIMATION OF PARAMETERS SUBJECT TO RESTRAINTS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (03): : 813 - 828

[2] CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN MULTIVARIATE LINEAR-REGRESSION MODEL [J]. ECONOMETRICA, 1977, 45 (05) : 1263 - 1277

[3] Breusch T. S., 1979, ECONOMETRICA, V47

[4] THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS [J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 239 - 253

[5] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[6] BREUSCH TS, 1980, HYPOTHESIS TESTS UNI

[7] Cox D.R., 1974, THEORETICAL STAT

[8] MISSPECIFIED MODELS WITH DEPENDENT OBSERVATIONS [J]. JOURNAL OF ECONOMETRICS, 1982, 20 (01) : 35 - 58

[9] DURBIN J, 1951, BIOMETRIKA, V38, P159, DOI 10.2307/2332325

[10] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409