This is a preview. Log in through your library . Abstract The Lagrange multiplier test of the restrictions for a simple but common class of rational expectations model is developed. For these kinds of ...
When you select the NOINT or NOSCALE option, restrictions are placed on the intercept or scale parameters. Lagrange multiplier, or score, statistics are computed in these cases. These statistics ...
Using LaGrange multipliers an example is given wherein the optimum level of a fitted second order response function is obtained subject to a constraint provided by another fitted second order response ...
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