Note on a Large-Sample Result in Specification Analysis

DOI10.2307/1911335zbMATH Open0318.62057OpenAlexW2927690454MaRDI QIDQ4080600FDOQ4080600

Authors: Teun Kloek 

Publication date: 1975

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/272063/files/erasmus052.pdf

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)

Cited In (3)

• Model occurrence and model selection in panel data sets
• Numerical methods of sufficient sample size estimation for generalised linear models
• The distance between regression models and its impact on model selection

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