Journal ArticleDOI
The Restricted Aitken Estimation of Sets of Demand Relations
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This article is published in Econometrica.The article was published on 1970-11-01. It has received 89 citations till now.read more
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The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Trevor Breusch,Adrian Pagan +1 more
TL;DR: The Lagrange multiplier (LM) statistic as mentioned in this paper is based on the maximum likelihood ratio (LR) procedure and is used to test the effect on the first order conditions for a maximum of the likelihood of imposing the hypothesis.
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A test for normality of observations and regression residuals
Carlos M. Jarque,Anil K. Bera +1 more
TL;DR: In this paper, the Lagrange multiplier procedure or score test on the Pearson family of distributions was used to obtain tests for normality of observations and regression disturbances, and the tests suggested have optimum asymptotic power properties and good finite sample performance.
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The Empirical Content of Nash- Bargained Household Behavior
TL;DR: In this article, a comprehensive statement of the empirical content of Nash-bargained household behavior, including a Nash generalization of Barten's (1966) fundamental matrix equation of the theory of consumer demand, is provided.
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Surveys in Applied Economics: Models of Consumer Behaviour
Alan Brown,Angus Deaton +1 more
References
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Tests of statistical hypotheses concerning several parameters when the number of observations is large
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A Complete Scheme for Computing all Direct and Cross Demand Elasticities in a Model with many Factors
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