Exact testing in multivariate regression

DOI10.1080/07474939708800390MaRDI QIDQ4355160zbMATH OpenOpenAlexFDO

Authors Kenneth G. Stewart

Publication date 17 September 1997

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939708800390

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(9)

• Simulation based finite and large sample tests in multivariate regressions
• scientific article; zbMATH DE number 813749 (Why is no real title available?)
• M-tests for multivariate regression model
• scientific article; zbMATH DE number 528889 (Why is no real title available?)
• Finite sample multivariate structural change tests with application to energy demand models
• Multiple testing and variable selection along the path of the least angle regression
• GNR, MGR, and exact misspeclfication testing
• Multivariate significance testing and model calibration under uncertainty
• On tests for selection of variables and independence under multivariate regression models

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