Exact testing in multivariate regression

DOI10.1080/07474939708800390zbMATH Open1127.62363OpenAlexW1977610224MaRDI QIDQ4355160FDOQ4355160

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

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Mathematics Subject Classification ID

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

Cites Work

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• A Test of the Efficiency of a Given Portfolio
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• A note on the selection of data transformations
• Some Further Results on the Use of OLS and BLUS Residuals in Specification Error Tests
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• Extensions of the General Linear Hypothesis Model
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Cited In (9)

• Title not available (Why is that?)
• Simulation based finite and large sample tests in multivariate regressions
• M-tests for multivariate regression model
• Title not available (Why is that?)
• 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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