Test of Independence between a Subset of Stochastic Regressors and Disturbances

DOI10.2307/2526366zbMath0458.62089OpenAlexW1976932077MaRDI QIDQ3908371

Hae Shin Hwang

Publication date: 1980

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526366

zbMATH Keywords

likelihood ratio testdisturbancestest of independencestochastic regressors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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