Improved test statistics for multivariate regression
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Publication:672558
DOI10.1016/0165-1765(95)00669-7zbMath0875.62296MaRDI QIDQ672558
Spyros G. Zarkos, Francisco Cribari-Neto
Publication date: 28 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00669-7
Wald test; Edgeworth expansion; Likelihood ratio test; Bartlett correction; Lagrange multiplier test; C12; Multivariate regression
62H10: Multivariate distribution of statistics
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
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