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A note on the Wald, LR and LM tests and misspecification

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  • Ohtani, Kazuhiro

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  • Ohtani, Kazuhiro, 1984. "A note on the Wald, LR and LM tests and misspecification," Economics Letters, Elsevier, vol. 14(1), pages 31-35.
    • Handle: RePEc:eee:ecolet:v:14:y:1984:i:1:p:31-35
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    References listed on IDEAS

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    1. Berndt, Ernst R & Savin, N Eugene, 1977. "Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model," Econometrica, Econometric Society, vol. 45(5), pages 1263-1277, July.
    2. Kohler, Daniel F., 1983. "Conflict among testing procedures?," Economics Letters, Elsevier, vol. 11(4), pages 353-356.
    3. Evans, G B A & Savin, N E, 1982. "Conflict among the Criteria Revisited: The W, LR and LM Tests," Econometrica, Econometric Society, vol. 50(3), pages 737-748, May.
    4. Savin, N Eugene, 1976. "Conflict among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances," Econometrica, Econometric Society, vol. 44(6), pages 1303-1315, November.
    5. Vandaele, Walter, 1981. "Wald, likelihood ratio, and Lagrange multiplier tests as an F test," Economics Letters, Elsevier, vol. 8(4), pages 361-365.
    6. Thursby, Jerry G, 1982. "Misspecification, Heteroscedasticity, and the Chow and Goldfeld-Quandt Tests," The Review of Economics and Statistics, MIT Press, vol. 64(2), pages 314-321, May.
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