Locally optimal one-sided tests for multiparameter hypotheses
- 1 January 1997
- journal article
- research article
- Published by Taylor & Francis in Econometric Reviews
- Vol. 16 (2), 131-156
- https://doi.org/10.1080/07474939708800379
Abstract
Autoregressive disturbances, heteroscedasticity, Lagrange multiplier test, linear regression, locally most mean powerful test, variance components,Keywords
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