On the Invariance of the Lagrange Multiplier Test with Respect to Certain Changes in the Alternative Hypothesis
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- Godfrey, L.G., 2007. "Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3282-3295, April.
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- Fatima, Amber & Shahbaz, Muhammad & Islam, Faridul, 2012.
"Nexus of Trade, Investment and Poverty: Evidence from Pakistan,"
Bangladesh Development Studies,
Bangladesh Institute of Development Studies (BIDS), vol. 35(2), pages 87-108, June.
- Amber, Fatima & Muhammad, Shahbaz & Faridul, Islam, 2012. "Nexus of trade, investment and poverty: evidence from Pakistan," MPRA Paper 39068, University Library of Munich, Germany, revised 20 May 2012.
- Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
- Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
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