Inference in regression models with many regressors
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Publication:528054
DOI10.1016/j.jeconom.2012.05.011zbMath1443.62054OpenAlexW3124789966MaRDI QIDQ528054
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.nes.ru/files/Preprints-resh/WP125.pdf
likelihood ratio testWald testlinear regressiontest powerLagrange multiplier test\(F\) testalternative asymptotic theorytest size
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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