Conflict among the Criteria Revisited: The W, LR and LM Tests
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 50 (1982)
Issue (Month): 3 (May)
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- Jean-Marie Dufour & Lynda Khalaf, 2000.
"Simulation Based Finite and Large Sample Tests in Multivariate Regressions,"
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- Stanislav Anatolyev, 2009.
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- Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
- McCullough, B. D., 1997. "An analysis of stock market transactions data," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(4), pages 887-903.
- Cribari-Netoa, Francisco & Ferrari, Silvia L. P., 1995. "Bartlett-corrected tests for heteroskedastic linear models," Economics Letters, Elsevier, vol. 48(2), pages 113-118, May.
- Ohtani, Kazuhiro, 1984. "A note on the Wald, LR and LM tests and misspecification," Economics Letters, Elsevier, vol. 14(1), pages 31-35.
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