Pitfalls of testing non-nested hypotheses by the lagrange multiplier method

Frontiers in Econometrics

1975 • 8,241 citations

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

1980 • 7,455 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

Theoretical Statistics

1975 • 723 citations

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

1948 • 696 citations

On a Heuristic Method of Test Construction and its use in Multivariate Analysis

1953 • 614 citations

Maximum-Likelihood Estimation of Parameters Subject to Restraints

1958 • 596 citations

Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

1977 • 580 citations

On the General Problem of Model Selection

1974 • 458 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

A Method for Discriminating between Models

1970 • 330 citations

Maximum-Likelihood Estimation Procedures and Associated Tests of Significance

1960 • 138 citations

Comparison of Local Power of Alternative Tests of Non-Nested Regression Models

1982 • 101 citations

A Comparison of Methods for Testing Nonnested Hypotheses

1974 • 94 citations

Hypothesis Testing in Unidentified Models

1986 • 80 citations

Testing Linear versus Logarithmic Regression Models

1980 • 66 citations

On the comprehensive method of testing non-nested regression models

1982 • 46 citations

On the Choice of Forecasting Formulas

1947 • 19 citations