Skip navigation
Skip navigation

Some aspects of statistical inference for econometrics

Breusch, Trevor Stanley

Description

This thesis is concerned with examining relationships among the various asymptotic hypothesis testing principles in econometric settings and with developing applications of the Lagrange multiplier (LM) procedure to econometric problems. For a wide range of hypothesis testing situations, particularly those associated with detecting misspecification errors in regression models, it is argued that the LM method is most useful. The LM test, which is asymptotically equivalent to the likelihood...[Show more]

CollectionsOpen Access Theses
Date published: 1978
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/117374
DOI: 10.25911/5d72391880104

Download

File Description SizeFormat Image
b12221727_Breusch_Trevor_Stanley.pdf19.36 MBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  19 May 2020/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator