THE LAGRANGE MULTIPLIER TEST AND ITS APPLICATIONS TO MODEL-SPECIFICATION IN ECONOMETRICS

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

[2] AITCHISON J, 1960, J ROY STAT SOC B, V22, P154

[3] SECTORAL DEMAND FOR BANK LOANS IN AUSTRALIA [J]. ECONOMIC RECORD, 1977, 53 (142-) : 167 - 181

[4] ALTERNATIVE DERIVATION OF DURBINS H STATISTIC [J]. ECONOMETRICA, 1978, 46 (06) : 1493 - 1494

[5] Amemiya T, 1977, J ECONOMETRICS, V6, P365, DOI [10.1016/0304-4076(77)90006-9, DOI 10.1016/0304-4076(77)90006-9]

[6] SELECTION OF DATA TRANSFORMATIONS [J]. BIOMETRIKA, 1971, 58 (02) : 249 - &

[7] ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[8] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[9] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

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

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

[2] AITCHISON J, 1960, J ROY STAT SOC B, V22, P154

[3] SECTORAL DEMAND FOR BANK LOANS IN AUSTRALIA [J]. ECONOMIC RECORD, 1977, 53 (142-) : 167 - 181

[4] ALTERNATIVE DERIVATION OF DURBINS H STATISTIC [J]. ECONOMETRICA, 1978, 46 (06) : 1493 - 1494

[5] Amemiya T, 1977, J ECONOMETRICS, V6, P365, DOI [10.1016/0304-4076(77)90006-9, DOI 10.1016/0304-4076(77)90006-9]

[6] SELECTION OF DATA TRANSFORMATIONS [J]. BIOMETRIKA, 1971, 58 (02) : 249 - &

[7] ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[8] POOLING CROSS SECTION AND TIME SERIES DATA IN ESTIMATION OF A DYNAMIC MODEL - DEMAND FOR NATURAL GAS [J]. ECONOMETRICA, 1966, 34 (03) : 585 - &

[9] Box G. E. P., 1970, TIME SERIES ANAL FOR, V65, P1509

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