Pages that link to "Item:Q1858912"
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The following pages link to Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912):
Displayed 15 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (Q1927461) (← links)
- Exact test for breaks in covariance in multivariate regressions (Q1934045) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models (Q2405929) (← links)
- Exact confidence sets and goodness-of-fit methods for stable distributions (Q2451779) (← links)
- LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE (Q5112017) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability (Q5860242) (← links)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (Q5864652) (← links)
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
