Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances

DOI10.2307/1914262MaRDI QIDQ4105123zbMATH OpenOpenAlexFDO

Authors

Publication date 1976

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914262

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

Cited in

(15)

• Testing inequality constraints in linear econometric models
• Some aspects of testing non-nested hypotheses
• Performance of preliminary test estimators for error variance based on W, LR and LM tests
• More on the preliminary test estimator in almost unbiased Liu regression
• Conflict among testing procedures?
• A note on the Wald, LR and LM tests and misspecification
• Specification analysis with discriminating priors: an application to the concentration profits debate
• Wald,LM and LR test statistics of linear hypothese in a strutural equation model
• Performance analysis of the preliminary test estimator with series of stochastic restrictions
• Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests
• Forecast mean squared error reduction in the VAR(1) process
• Bartlett-corrected tests for heteroskedastic linear models
• A general approach to Lagrange multiplier model diagnostics
• Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model
• On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests

This page was built for publication: Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4105123)