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Weaker Criteria and Tests for Linear Restrictions in Regression

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  • Wallace, T D

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  • Wallace, T D, 1972. "Weaker Criteria and Tests for Linear Restrictions in Regression," Econometrica, Econometric Society, vol. 40(4), pages 689-698, July.
    • Handle: RePEc:ecm:emetrp:v:40:y:1972:i:4:p:689-98
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    Cited by:

    1. Dallas S. Batten & Daniel L. Thornton, 1984. "Lag length selection and Granger causality," Working Papers 1984-001, Federal Reserve Bank of St. Louis.
    2. Tom Boot & Andreas Pick, 2017. "A near optimal test for structural breaks when forecasting under square error loss," Tinbergen Institute Discussion Papers 17-039/III, Tinbergen Institute.
    3. Sokbae Lee & Serena Ng, 2020. "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, Annual Reviews, vol. 12(1), pages 45-80, August.
    4. Carol Mansfield, 1998. "A Consistent Method for Calibrating Contingent Value Survey Data," Southern Economic Journal, John Wiley & Sons, vol. 64(3), pages 665-681, January.
    5. Min, Aleksey & Holzmann, Hajo & Czado, Claudia, 2010. "Model selection strategies for identifying most relevant covariates in homoscedastic linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3194-3211, December.
    6. Burt, Oscar R. & Frank, Michael D. & Beattie, Bruce R., 1987. "Prior Information And Heuristic Ridge Regression For Production Function Estimation," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 12(2), pages 1-9, December.
    7. Germa Manel Bel Queralt, 1996. "Autovias y ferrocarriles: un modelo para evaluar efectos intermodales de la politica de infaestructuras," Working Papers in Economics 1, Universitat de Barcelona. Espai de Recerca en Economia.
    8. Andreas Stephan, 2003. "Assessing the contribution of public capital to private production: Evidence from the German manufacturing sector," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(4), pages 399-417.
    9. Jochen Hartwig, 2014. "Testing the Bhaduri-Marglin model with OECD panel data," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(4), pages 419-435, July.
    10. Baltagi, Badi H. & Hidalgo, Javier & Li, Qi, 1996. "A nonparametric test for poolability using panel data," Journal of Econometrics, Elsevier, vol. 75(2), pages 345-367, December.
    11. Alvin Chung Man Leung & Ashish Agarwal & Prabhudev Konana & Alok Kumar, 2017. "Network Analysis of Search Dynamics: The Case of Stock Habitats," Management Science, INFORMS, vol. 63(8), pages 2667-2687, August.
    12. Boot, Tom & Pick, Andreas, 2020. "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, vol. 215(1), pages 35-59.

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