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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

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

DOI
10.2307/1926788
Volume
70 (3)
Pages
492
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