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Small sample properties of alternative forms of the Lagrange multiplier test

Russell Davidson and James G. MacKinnon. [Queen's University, Institute for Economic Research]
Year of publication:
1981
Authors: Davidson, Russell ; MacKinnon, James G.
Publisher: [Kingston]
Subject: Statistik | Schätz und Testmethodik | Schätztheorie | Estimation theory | Multiplikator | Multiplier | Stichprobenerhebung | Sampling
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