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The Wald, LR, and LM Inequality

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi
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Type
Problems
Information
Econometric Theory , Volume 10 , Issue 1 , March 1994 , pp. 223 - 224
Copyright
Copyright © Cambridge University Press 1994

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References

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3.Buse, A.The likelihood ratio, Wald, and lagrange multiplier tests: An expository note. The American Statistician 36 (1982): 153–157.Google Scholar
4.Engle, R.F. Wald, likelihood ratio, and lagrange multiplier tests in econometrics. In Griliches, Z. and Intrilligator, M.D. (eds.), Handbook of Econometrics, Chapter 13 and pp. 775–826. Amsterdam: North-Holland, 1984.CrossRefGoogle Scholar