The Breusch-Pagan Lagrange Multiplier test for heteroskedascity is supposedly able to detect heteroskedasticity which …

econometric models. To date, only Wald tests of such restrictions have been considered in the literature. Here, Wald, Lagrange … multiplier, and likelihood ratio-like tests statistics are considered. A general framework is provided for proving that these …

Wald tests of such restrictions have been considered in the literature. Here, Wald, Lagrange multiplier, and likelihood …

of constraints. Moreover Lagrange multiplier approaches are considered. The saddle-point statements are given, whose …

of constraints. Moreover Lagrange multiplier approaches are considered. The saddle-point statements are given, whose …

which are not explicitly Lagrange Multiplier tests may be computed, and discuss a number of special cases which serve to … discuss the general principles which underlie all artificial regressions, and the use of such regressions to compute Lagrange … Multiplier and other specification tests based on estimates under the null hypothesis. We demonstrate the generality and power of …

which are not explicitly Lagrange Multiplier tests may be computed, and discuss a number of special cases which serve to … discuss the general principles which underlie all artificial regressions, and the use of such regressions to compute Lagrange … Multiplier and other specification tests based on estimates under the null hypothesis. We demonstrate the generality and power of …