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ON THE INVARIANCE OF THE LAGRANGE MULTIPLIER TEST WITH RESPECT TO CERTAIN CHANGES IN THE ALTERNATIVE HYPOTHESIS

被引：27
作者：
GODFREY, LG
机构：
来源：
ECONOMETRICA | 1981年 / 49卷 / 06期
关键词：
D O I：
10.2307/1911410
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1443 / 1455
页数：13
相关论文
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GODFREY LG, UNPUBLISHED
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[19]   EXACT MAXIMUM LIKELIHOOD ESTIMATION OF A REGRESSION EQUATION WITH A FIRST-ORDER MOVING-AVERAGE ERROR [J].
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