An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model
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Publication:899744
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Cites work
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3350922 (Why is no real title available?)
- A note on likelihood ratio tests of functional form and structural change in demand systems
- Estimation of seemingly unrelated regression equations
Cited in
(6)- Wald,LM and LR test statistics of linear hypothese in a strutural equation model
- Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
- An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
- An alternative Wald type test for two linear restrictions with applications to non-linear models
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