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Locally optimal one-sided tests for multiparameter hypotheses |
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| Authors: | Maxwell L King Ping X Wu |
| Institution: | a Department of Econometrics, Monash University, Victoria, Australia b Department of Economics, University Of Melbourne, Victoria, Australia |
| Abstract: | |
| Keywords: | autoregressive disturbances heteroscedasticity Lagrange multiplier test linear regression locally most mean powerful test variance components |
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