The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

T. S Breusch, A. R. P. (1980). The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics.

Type

Standard

Intellectual base

Reference work

Year

1980

DOI

10.2307/2297111

Link

https://doi.org/10.2307/2297111

Cited by

1 citation across 1 artifact.

Domain-specific

• Score test
  • … quadratic statistic and degrees of freedom, asymptotic null distribution, regularity and boundary conditions, one- or two-sided decision and relation to Wald and likelihood-ratio tests are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

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