Econometrica: Sep 1983, Volume 51, Issue 5

Notes and Comments: Non-Normality of the Lagrange Multiplier Statistic for Testing the Constancy of Regression Coefficients

https://doi.org/0012-9682(198309)51:5<1577:NOTLMS>2.0.CO;2-P
p. 1577-1582

Katsuto Tanaka

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