A lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity

Keywords

Lagrange multiplier, Estimator, Mathematics, Computation, Multiplier (economics)

References

• The Ordering of Multivariate DataV. Barnett — 1976
• Tests for Specification Errors in Classical Linear Least‐Squares Regression AnalysisJames B. Ramsey — 1969
• Techniques for Testing the Constancy of Regression Relationships Over TimeR. L. Brown, J. Durbin, Jessica Evans — 1975
• Some Further Results on the Use of OLS and BLUS Residuals in Specification Error TestsJames B. Ramsey, Peter Schmidt — 1976
• A new class of disturbance estimators in the general linear modelC. Dubbelman, A. P. J. Abrahamse, J. Koerts — 1972
• A Simple Test for Serial Correlation in Regression AnalysisGarry D.A. Phillips, Andrew Harvey — 1974
• A comparison of the power of some tests for heteroskedasticity in the general linear modelAndrew Harvey, Garry D.A. Phillips — 1974
• Computing the distribution of quadratic forms in normal variablesJ. P. Imhof — 1961
• New Estimators of Disturbances in Regression AnalysisA. P. J. Abrahamse, J. Koerts — 1971
• Approximation algorithms for convex hullsJon Bentley, Franco P. Preparata, Mark G. Faust — 1982
• Testing for functional misspecification in regression analysisAndrew Harvey, Patrick Collier — 1977
• The convex hull of a random set of pointsB. Efron — 1965
• New Estimators of Disturbances in Regression AnalysisA. P. J. Abrahamse, J. Koerts — 1971
• A Simple Test for Serial Correlation in Regression AnalysisGarry D.A. Phillips, Andrew Harvey — 1974
• Some Further Results on the Use of OLS and BLUS Residuals in Specification Error TestsJames B. Ramsey, Peter Schmidt — 1976
• The Analysis of Disturbances in Regression AnalysisH. Theil — 1965

Cited by

• Wright Linear Regression Analysis Alternative Linear Disturbance Estimators in Linear Regression Analysis

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