Locally optimal one-sided tests for multiparameter hypotheses

Econometric Reviews

Volumn 16, Issue 2, 1997, Pages 131-156

  King, Maxwell L ^a   Wu, Ping X ^b  

^a MONASH UNIVERSITY   (Australia)

^b UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

Autoregressive disturbances; Heteroscedasticity; Lagrange multiplier test; Linear regression; Locally most mean powerful test; Variance components

Indexed keywords

EID: 85066203171     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939708800379     Document Type: Article

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