Pages that link to "Item:Q3873342"

The following pages link to Conflict Among Criteria for Testing Hypotheses: Extensions and Comments (Q3873342):

Displaying 17 items.

• A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
• Bartlett-corrected tests for heteroskedastic linear models (Q673560) (← links)
• A general approach to Lagrange multiplier model diagnostics (Q801625) (← 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)
• Testing inequality constraints in linear econometric models (Q1124258) (← links)
• Some aspects of testing non-nested hypotheses (Q1172358) (← 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)
• Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
• The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← 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)
• On the test of the volatility proxy model (Q5055216) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)