Approximating the Approximate Slopes of LR, W, and LM Test Statistics
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- MAGEE, Lonnie, 1987. "Appoximating the approximate slopes of LR, W and LM test statistics," CORE Discussion Papers RP 762, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
References listed on IDEAS
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- Phillips, Peter C B, 1977. "Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation," Econometrica, Econometric Society, vol. 45(2), pages 463-485, March.
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