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Conflict among the Criteria Revisited: The W, LR and LM Tests


  • Evans, G B A
  • Savin, N E


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  • Evans, G B A & Savin, N E, 1982. "Conflict among the Criteria Revisited: The W, LR and LM Tests," Econometrica, Econometric Society, vol. 50(3), pages 737-748, May.
  • Handle: RePEc:ecm:emetrp:v:50:y:1982:i:3:p:737-48

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    References listed on IDEAS

    1. Kalai, Ehud & Stanford, William, 1988. "Finite Rationality and Interpersonal Complexity in Repeated Games," Econometrica, Econometric Society, vol. 56(2), pages 397-410, March.
    2. Binmore, Ken, 1987. "Modeling Rational Players: Part I," Economics and Philosophy, Cambridge University Press, vol. 3(02), pages 179-214, October.
    3. Lawrence Blume & David Easley, 1993. "Rational Expectations and Rational Learning," Game Theory and Information 9307003, EconWPA.
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    Cited by:

    1. Stewart, Kenneth G., 1995. "The functional equivalence of the W, LR, and LM statistics," Economics Letters, Elsevier, vol. 49(2), pages 109-112, August.
    2. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
    3. Anatolyev, Stanislav, 2012. "Inference in regression models with many regressors," Journal of Econometrics, Elsevier, vol. 170(2), pages 368-382.
    4. 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.
    5. repec:sbe:breart:v:12:y:1992:i:2:a:2990 is not listed on IDEAS
    6. 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.
    7. 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.
    8. 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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