Testing for Heterogeneous Parameters in Least-Squares Approximations

DOI10.2307/2297969MaRDI QIDQ5751786zbMATH OpenOpenAlexFDO

Authors Jayasri Dutta, H. L. Leon

Publication date 1991

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

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

zbMATH Keywords

common meanjack-knifed estimateslinear least-squares estimationresampled estimatestests for heterogeneity of parameters

Mathematics Subject Classification ID

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

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