Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters

Journal of Econometrics

Volumn 82, Issue 1, 1997, Pages 81-106

  Rahman, Shahidur ^a   King, Maxwell L ^b  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Asymptotic locally most mean powerful test; Autocorrelation; Hildreth Houck random coefficients; Invariance; Lagrange multiplier test

Indexed keywords

EID: 0009883432     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00052-3     Document Type: Article

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