Small sample properties of alternative forms of the Lagrange Multiplier test

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 • 7,455 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,128 citations

Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

1978 • 729 citations

Testing Linear and Log-Linear Regressions for Functional Form

1981 • 141 citations

Model Specification Tests Based on Artificial Linear Regressions

1980 • 2 citations

Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test

1981 • 2 citations