[원서] Z. Griliches (Editor), M.D. Intriligator (Editor) - Handbook of E…
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[원서] Z. Griliches (Editor), M.D. Intriligator (Editor) - Handbook of Econometrics Volume 2 (Handbook of E
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[원서] Z. Griliches (Editor), M.D. Intriligator (Editor) - Handbook of Econometrics Volume 2 (Handbook of E
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[원서] Z. Griliches (Editor), M.D. Intriligator (Editor) - Handbook of Econometrics Volume 2 (Handbook of E , [원서] Z. Griliches (Editor), M.D. Intriligator (Editor) - Handbook of Econometrics Volume 2 (Handbook of E기타솔루션 , 솔루션
Chapter
13
WALD. LIKELIHOOD RATIO, AND LAGRANGE MULTiPLIER TESTS IN ECONOMETRICS
ROBERT F. ENGLE
University of California
Contents 1. 2. 3. 4. 5. Introduction Definitions and intuitions A general formulation of Wald, Likelihood Ratio, and Lagrange Multiplier tests Two simple examples The linear hypothesis in generalized least squares mod…(생략(省略))
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다.