scientific article
From MaRDI portal
Publication:3719691
zbMath0591.62095MaRDI QIDQ3719691
No author found.
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
intervalsbibliographynonlinear modelslinear modelsBonferroni inequalitymultiple hypothesis testingteststmulti-collinearityF testssimultaneous confidenceinduced testslarge sample inducedpower contoursScheffé tests
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
Related Items
MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm ⋮ Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Finite sample multivariate structural change tests with application to energy demand models ⋮ A joint serial correlation test for linear panel data models ⋮ Identification-robust moment-based tests for Markov switching in autoregressive models ⋮ Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity ⋮ Wald, likelihood ratio, and infinite induced test statistics for joint one-sided hypothesis ⋮ Basic concepts of multiple tests -- a survey ⋮ Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects ⋮ On Wald tests for globally and locally quadratic restrictions ⋮ Dangers of data mining: The case of calendar effects in stock returns ⋮ Testing for heteroskedasticity in fixed effects models ⋮ Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models ⋮ Robust tests for heteroskedasticity in the one-way error components model ⋮ A simple multiple variance ratio test ⋮ Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes ⋮ Model specification tests. A simultaneous approach ⋮ Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability ⋮ Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. ⋮ Tails of Lorenz curves
This page was built for publication:
