Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
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Publication:3479400
DOI10.2307/1912558zbMath0701.62068OpenAlexW2018444782MaRDI QIDQ3479400
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912558
linear modelinequality restrictionssimultaneous inferenceexact testsnon-nested hypothesesDurbin-Watson testbounds testnonlinear hypothesescentral Fisher distributionExact bounds on the null distribution of likelihood ratio statisticsMultiple testing problems
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