Inference on covariance-mean regression
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Publication:2172004
DOI10.1016/j.jeconom.2021.05.004MaRDI QIDQ2172004
Wei Lan, Tao Zou, Chih-Ling Tsai, Run-Ze Li
Publication date: 14 September 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.05.004
hypothesis testing; multivariate regression; adjusted profile score function; covariance-mean regression