An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
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Cites work
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Another look at symmetry testing
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal
- The Exact Distribution of the Wald Statistic
Cited in
(7)- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
- Simulation based finite and large sample tests in multivariate regressions
- Joint tests for zero restrictions on nonnegative regression coefficients
- Exact testing in multivariate regression
- Generalized \(p\)-value test for regression coefficients in seemingly unrelated regressions
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models
- An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model
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