analogous to the Lagrange multiplier test of Kleibergen (2002) and Moreira (2001). …

estimated model parameters, thereby removing overfitting bias. Using a Lagrange Multiplier approach rather than the Likelihood …

integer integration does not apply to the case of fractional integration. We propose a Lagrange Multiplier-type test whose …

) the standard t-test (Heckman 1979) and the asymptotically efficient Lagrange multiplier test (Melino 1982) have correct …

standard necessary conditions, including the Lagrange multiplier rule, the Karush-Kuhn-Tucker conditions and the second order …

standard necessary conditions, including the Lagrange multiplier rule, the Karush-Kuhn-Tucker conditions and the second order … to all standard necessary conditions, including the Lagrange multiplier rule, the Karush-Kuhn-Tucker conditions and the …, descent, necessary conditions, Lagrange multiplier, Karush-Kuhn- Tucker, fundamental theorem of algebra, orthogonal …