Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

From MaRDI portal
Publication:4144605

DOI10.2307/1914072zbMath0368.62030OpenAlexW2001342619MaRDI QIDQ4144605

N. Eugene Savin, Ernst R. Berndt

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914072



Related Items

Pooling multivariate data under W, LR and LM tests, Finite sample multivariate structural change tests with application to energy demand models, TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS, Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar, Ex post tests for short- and long-run optimization, Modelling multiple outcomes in repeated measures studies: Comparing aesthetic eyelid surgery techniques, Conflict among testing procedures?, A note on the Wald, LR and LM tests and misspecification, Testing inequality constraints in linear econometric models, Bartlett's correction and the bootstrap in normal linear regression models, Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*, The bias of \(\sigma \) in dynamic models, Algebraic equivalences among Wald, LM and Hausman's tests in the linear regression model, Inequalities for LR, W, and LM statistics, Testing many restrictions under heteroskedasticity, Forecast mean squared error reductionin the VAR(1) process, Performance of preliminary test estimators for error variance based on W, LR and LM tests, Some aspects of testing non-nested hypotheses, Exact testing in multivariate regression, Wald,LM and LR test statistics of linear hypothese in a strutural equation model, Performance analysis of the preliminary test estimator with series of stochastic restrictions, Improved test statistics for multivariate regression, Bartlett-corrected tests for heteroskedastic linear models, More on the Preliminary Test Estimator in Almost Unbiased Liu Regression, On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests, Inference in regression models with many regressors, Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W, LR and LM tests, Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions, On testing weak separability, Variational Inference of Linear Regression with Nonzero Prior Means, Test for the equality of several correlation coefficients, The econometrics of mean‐variance efficiency tests: a survey, Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence, Tests for independence between categorical variables, Testing the null of stationarity for multiple time series, Finite sample properties of the GMM Anderson–Rubin test, A general approach to Lagrange multiplier model diagnostics, Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions., Simulation based finite and large sample tests in multivariate regressions