Testing for Heterogeneous Parameters in Least-Squares Approximations

DOI10.2307/2297969zbMath0719.62078OpenAlexW2010495491MaRDI QIDQ5751786

H. L. Leon, Jayasri Dutta

Publication date: 1991

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297969

zbMATH Keywords

common meanlinear least-squares estimationjack-knifed estimatesresampled estimatestests for heterogeneity of parameters

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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