Lagrange Multiplier Tests in Applied Research
نویسندگان
چکیده
منابع مشابه
WALD. LIKELIHOOD RATIO, AND LAGRANGE MULTiPLIER TESTS IN ECONOMETRICS
5.1. The problem 5.2. The test statistics 5.3. The inequality 5.4. A numerical example 5.5. Instrumental variables 6. Asymptotic equivalence and optimality of the test statistics 7. The Lagrange Multiplier test as a diagnostic 8. Lagrange Multiplier tests for non-spherical disturbances 8.1. Testing for heteroscedasticity 8.2. Serial correlation 9. Testing the specification of the mean in severa...
متن کاملAn Approximate Lagrange Multiplier Rule
In this paper, we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the so-called approximate multiplier rule. In establishing the link between the approximate and the exact multiplier rule we first derive an approximate multiplier rule for a very general class of optimization problems using the approximate sum rule and the chain rule. We als...
متن کاملthe investigation of research articles in applied linguistics: convergence and divergence in iranian elt context
چکیده ندارد.
Optimal Growth Models and the Lagrange Multiplier∗
We provide sufficient conditions on the objective functional and the constraint functions under which the Lagrangean can be represented by a ` sequence of multipliers in infinite horizon discrete time optimal growth models.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal de Ciencia e Ingeniería
سال: 2020
ISSN: 2539-066X,2145-2628
DOI: 10.46571/jci.2020.1.2