A note on the equivalence of specification tests in the two-factor multivariate variance components model

DOI10.1016/0304-4076(85)90119-8zbMath0606.62134MaRDI QIDQ1084827

B. George

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90119-8

zbMATH Keywords

equivalence of specification tests; GLS estimator; two-factor multivariate variance components case

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J10: Analysis of variance and covariance (ANOVA)