The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics | NobleBlocks
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The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Published in The Review of Economic Studies • Jan 1, 1980
Authors:
Trevor Breusch
,
A. R. Pagan
Abstract
T. S. Breusch, A. R. Pagan; The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics, The Review of Economic Studies, Volume 47,
