Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

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://www.jstor.org/stable/1912291
p. 1577-1582

Katsuto Tanaka


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