Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence
L. G. Godfrey, Michael McAleer and C. R. McKenzie
| Year of publication: |
1986 ; Rev.
|
|---|---|
| Authors: | Godfrey, L. G. ; McAleer, Michael ; MacKenzie, Colin R. |
| Other Persons: | McKenzie, Colin (contributor) |
| Publisher: |
Canberra : Australian National Univ., Faculty of Economics and Dep. of Economics, Research School of Pacific Studies, Research School of Social Sciences |
| Subject: | Statistik | Monte-Carlo-Methoden | Schätzmethodik und Testmethodik | Programmanalyse nichtlinear | Schätztheorie | Estimation theory |
| Extent: | 28, 3 S 8° |
|---|---|
| Series: | Working papers in economics and econometrics. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 863099-9. - Vol. 136 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| ISBN: | 0-86831-136-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000709154