Concepedia

Locally optimal one-sided tests for multiparameter hypotheses

Maxwell L. King, Ping Wu

Econometric Reviews · 1997 · 91 citations · 40 references

DOI

Concepts

Abstract

autoregressive disturbances, heteroscedasticity, Lagrange multiplier test, linear regression, locally most mean powerful test, variance components,

References

40

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations

, , +14

Journal of the Royal Statistical Society (B)

Robert Fildes · International Journal of Forecasting · 1993 · 3.5K citations

, , +6

Wald Criteria for Jointly Testing Equality and Inequality Restrictions

David A. Kodde, Franz C. Palm · Econometrica · 1986 · 1.4K citations

, , +1

Mathematical Statistics A Decision Theoretic Approach

Gerald S. Rogers · Technometrics · 1968 · 1.2K citations

, , +14

Bulletin of the International Statistical Institute

George Leckie · 2013 · 947 citations

, , +6