Robust Wald, Likelihood Ratio, and Lagrange Multiplier Tests for General Linear Restrictions Under Unknown Heteroscedasticity: A Unified Feasible GLS Framework with Two-Stage Variance Estimation
Authors:
G. Mokesh Rayalu, K. Murali, Bandi Ramanjineyulu
Page No: 102-118
Abstract:
The classical trinity of hypothesis tests in econometrics
Description:
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Volume & Issue
Volume-4,Issue-4
Keywords
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