An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model

DOI10.1016/0165-1765(86)90166-7zbMATH Open1328.62453OpenAlexW2014748601MaRDI QIDQ899744FDOQ899744

Authors: Alan D. Woodland 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90166-7

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on likelihood ratio tests of functional form and structural change in demand systems
• Estimation of seemingly unrelated regression equations

Cited In (6)

• Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
• Wald,LM and LR test statistics of linear hypothese in a strutural equation model
• TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
• 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
• Robust Wald Tests in Sur Systems with Adding-up Restrictions

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