On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

doi:10.3982/ecta8953

On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

Econometrica ◽

10.3982/ecta8953 ◽

2012 ◽

Vol 80 (6) ◽

pp. 2649-2666 ◽

Cited By ~ 34

Keyword(s):

Lagrange Multiplier ◽

Instrumental Variables ◽

Lagrange Multiplier Tests

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Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris

Journal of Urban Economics ◽

10.1016/j.jue.2010.08.007 ◽

2011 ◽

Vol 69 (1) ◽

pp. 24-42 ◽

Cited By ~ 35

Author(s):

Badi H. Baltagi ◽

Georges Bresson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Lagrange Multiplier ◽

Housing Prices ◽

Likelihood Estimation ◽

Spatial Lag ◽

Seemingly Unrelated Regressions ◽

Lagrange Multiplier Tests

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The Likelihood Ratio, Wald, and Lagrange Multiplier Tests: An Expository Note

The American Statistician ◽

10.1080/00031305.1982.10482817 ◽

1982 ◽

Vol 36 (3a) ◽

pp. 153-157 ◽

Cited By ~ 20

Author(s):

A. Buse

Keyword(s):

Likelihood Ratio ◽

Lagrange Multiplier ◽

Lagrange Multiplier Tests

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Lagrange Multiplier Tests for Normality Against Seminonparametric Alternatives

Journal of Business and Economic Statistics ◽

10.1080/07350015.1990.10509812 ◽

1990 ◽

Vol 8 (4) ◽

pp. 417-426

Author(s):

Alastair Hall

Keyword(s):

Lagrange Multiplier ◽

Lagrange Multiplier Tests ◽

Tests For Normality

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Wald, likelihood ratio, and Lagrange multiplier tests as an F test

Economics Letters ◽

10.1016/0165-1765(81)90026-4 ◽

1981 ◽

Vol 8 (4) ◽

pp. 361-365 ◽

Cited By ~ 9

Author(s):

Walter Vandaele

Keyword(s):

Likelihood Ratio ◽

Lagrange Multiplier ◽

F Test ◽

Lagrange Multiplier Tests

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Identifying fMRI Model Violations With Lagrange Multiplier Tests

IEEE Transactions on Medical Imaging ◽

10.1109/tmi.2012.2195327 ◽

2012 ◽

Vol 31 (7) ◽

pp. 1481-1492 ◽

Cited By ~ 5

Author(s):

Ben Cassidy ◽

Christopher J Long ◽

Caroline Rae ◽

Victor Solo

Keyword(s):

Lagrange Multiplier ◽

Lagrange Multiplier Tests

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Lagrange-Multiplier Tests of Multivariate Time-Series Models

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1981.tb01174.x ◽

1981 ◽

Vol 43 (2) ◽

pp. 219-230 ◽

Cited By ~ 9

Author(s):

J. R. M. Hosking

Keyword(s):

Time Series ◽

Lagrange Multiplier ◽

Multivariate Time Series ◽

Time Series Models ◽

Lagrange Multiplier Tests

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Survival on the Titanic: Illustrating Wald and Lagrange Multiplier Tests for Proportions and Logits

The Journal of Economic Education ◽

10.3200/jece.37.3.289-304 ◽

2006 ◽

Vol 37 (3) ◽

pp. 289-304 ◽

Cited By ~ 1

Author(s):

Robert Dixon ◽

William Griffiths

Keyword(s):

Lagrange Multiplier ◽

Lagrange Multiplier Tests

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The Asymptotic Power of the Lagrange Multiplier Tests for Misspecified IRT Models

Springer Proceedings in Mathematics & Statistics - Quantitative Psychology ◽

10.1007/978-3-030-74772-5_25 ◽

2021 ◽

pp. 275-284

Author(s):

Lucia Guastadisegni ◽

Silvia Cagnone ◽

Irini Moustaki ◽

Vassilis Vasdekis

Keyword(s):

Lagrange Multiplier ◽

Asymptotic Power ◽

Irt Models ◽

Lagrange Multiplier Tests

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Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity

Journal of Statistical Computation and Simulation ◽

10.1080/10629360601052374 ◽

2008 ◽

Vol 78 (4) ◽

pp. 299-313

Author(s):

Marilena Furno

Keyword(s):

Lagrange Multiplier ◽

Lagrange Multiplier Tests

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Application of AIC to Wald and Lagrange Multiplier Tests in Covariance Structure Analysis

Multivariate Behavioral Research ◽

10.1207/s15327906mbr3103_5 ◽

1996 ◽

Vol 31 (3) ◽

pp. 351-370 ◽

Cited By ~ 7

Author(s):

Chih-Ping Chou ◽

P.M. Bentler

Keyword(s):

Structure Analysis ◽

Lagrange Multiplier ◽

Covariance Structure ◽

Covariance Structure Analysis ◽

Lagrange Multiplier Tests

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