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[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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