Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
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(40)- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions
- Ex post tests for short- and long-run optimization
- Testing inequality constraints in linear econometric models
- Some aspects of testing non-nested hypotheses
- On testing weak separability
- Testing the null of stationarity for multiple time series
- Bartlett's correction and the bootstrap in normal linear regression models
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Simulation based finite and large sample tests in multivariate regressions
- Tests for independence between categorical variables
- Performance of preliminary test estimators for error variance based on W, LR and LM tests
- Variational inference of linear regression with nonzero prior means
- Finite sample multivariate structural change tests with application to energy demand models
- More on the preliminary test estimator in almost unbiased Liu regression
- The econometrics of mean‐variance efficiency tests: a survey
- Conflict among testing procedures?
- A note on the Wald, LR and LM tests and misspecification
- Exact testing in multivariate regression
- Wald,LM and LR test statistics of linear hypothese in a strutural equation model
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
- 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
- Test for the equality of several correlation coefficients
- Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques
- Forecast mean squared error reduction in the VAR(1) process
- Inference in regression models with many regressors
- Finite sample properties of the GMM Anderson-Rubin test
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- Testing many restrictions under heteroskedasticity
- Improved test statistics for multivariate regression
- Bartlett-corrected tests for heteroskedastic linear models
- Identification-robust and simultaneous inference in multifactor asset pricing models
- A general approach to Lagrange multiplier model diagnostics
- Pooling multivariate data under W, LR and LM tests
- The bias of in dynamic models
- Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model
- Inequalities for LR, W, and LM statistics
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
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