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Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models

L. G. Godfrey; Michael McAleer; Colin McKenzie

The Review of Economics and Statistics 1988 70(3), 492

L. G. Godfrey, Michael McAleer, C. R. McKenzie, Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models, The Review of Economics and Statistics, Vol. 70, No. 3 (Aug., 1988), pp. 492-503

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Variable Addition and Lagrange Multiplier Tests for Linear and Logarithmic Regression Models