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You searched for "lagrange multiplier test"

Econometrics Paper
Jackknife Lagrange multiplier test with many weak instruments Yukitoshi Matsushita and Taisuke Otsu
August 2020
Paper No' EM 613:
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JEL Classification: C12; C26

Tags: many instruments; weak instruments; lagrange multiplier test; jackknife

Econometrics Paper
Improved Lagrange Multiplier Tests in Spatial Autoregressions Peter M Robinson and Francesca Rossi
October 2013
Paper No' EM/2013/566:
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JEL Classification: C29

Tags: spatial autocorrelation; lagrange multiplier test; edgeworth expansion; bootstrap; finite-sample corrections.

Econometrics Paper
Correlation Testing in Time Series, Spatial and Cross-Sectional Data Peter M Robinson
January 2009
Paper No' EM/2009/530:
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JEL Classification: C21; C22; C29

Tags: heteroscedasticity; lagrange multiplier tests.