Pages that link to "Item:Q4144605"
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The following pages link to Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model (Q4144605):
Displayed 39 items.
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Conflict among testing procedures? (Q374782) (← links)
- A note on the Wald, LR and LM tests and misspecification (Q374885) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- Improved test statistics for multivariate regression (Q672558) (← links)
- Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Pooling multivariate data under W, LR and LM tests (Q819425) (← links)
- The bias of \(\sigma \) in dynamic models (Q899777) (← links)
- Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model (Q899877) (← links)
- Inequalities for LR, W, and LM statistics (Q899980) (← links)
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests (Q955145) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- Ex post tests for short- and long-run optimization (Q1098218) (← links)
- Testing inequality constraints in linear econometric models (Q1124258) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- On testing weak separability (Q1252780) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Bartlett's correction and the bootstrap in normal linear regression models (Q1676745) (← links)
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Tests for independence between categorical variables (Q2096207) (← links)
- Performance of preliminary test estimators for error variance based on W, LR and LM tests (Q2219872) (← links)
- Variational Inference of Linear Regression with Nonzero Prior Means (Q2820992) (← links)
- More on the Preliminary Test Estimator in Almost Unbiased Liu Regression (Q3017840) (← links)
- The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
- Exact testing in multivariate regression (Q4355160) (← links)
- Wald,LM and LR test statistics of linear hypothese in a strutural equation model (Q4355164) (← links)
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar (Q4541667) (← links)
- Performance analysis of the preliminary test estimator with series of stochastic restrictions (Q4638678) (← links)
- Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests (Q4673856) (← links)
- Test for the equality of several correlation coefficients (Q4729159) (← links)
- Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques (Q5070494) (← links)
- Forecast mean squared error reductionin the VAR(1) process (Q5123431) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)