The Lagrangean multiplier test for a model with two selectivity criteria

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4 Scopus citations

Abstract

This paper shows that the usual F-statistic for the hypothesis of no selection bias for a model with two different selection rules is asymptotically equivalent to the LM statistic. This means that the F test has good power properties, at least asymptotically.

Original languageEnglish (US)
Pages (from-to)9-15
Number of pages7
JournalEconomics Letters
Volume38
Issue number1
DOIs
StatePublished - Jan 1992

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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