Locally optimal one-sided tests for multiparameter hypotheses

Maxwell King and Ping Wu

Econometric Reviews, 1997, vol. 16, issue 2, 131-156

Keywords: autoregressive disturbances; heteroscedasticity; Lagrange multiplier test; linear regression; locally most mean powerful test; variance components (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1080/07474939708800379

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