Power Properties of Some Lagrange Multiplier Tests for Weak Exogeneity.

Research output: Working paper / Preprint › Working paper

Original language	English
Place of Publication	Maastricht
Publisher	Maastricht University School of Business and Economics
Publication status	Published - 1 Jan 2002

Cite this

@techreport{b0a86d8eb80b42a69ba94a5a80a947b4,

title = "Power Properties of Some Lagrange Multiplier Tests for Weak Exogeneity.",

author = "J.R.Y.J. Urbain",

year = "2002",

month = jan,

day = "1",

language = "English",

publisher = "Maastricht University School of Business and Economics",

type = "WorkingPaper",

institution = "Maastricht University School of Business and Economics",

}