Small sample properties of alternative forms of the Lagrange Multiplier test
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- Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Papers 439, Queen's University, Department of Economics.
References listed on IDEAS
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- Yang, Zhenlin & Chen, Gemai, 2004. "Tests of transformation in nonlinear regression," Economics Letters, Elsevier, vol. 84(3), pages 391-398, September.
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