Improved test statistics for multivariate regression
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- Berndt, Ernst R & Savin, N Eugene, 1977. "Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model," Econometrica, Econometric Society, vol. 45(5), pages 1263-1277, July.
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Cited by:
- Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
- Ferrari, Silvia L. P. & Cordeiro, Gauss M. & Uribe-Opazo, Miguel A. & Cribari-Neto, Francisco, 1996. "Improved score tests for one-parameter exponential family models," Statistics & Probability Letters, Elsevier, vol. 30(1), pages 61-71, September.
- Cordeiro, Gauss M. & Colosimo, Enrico A., 1999. "Corrected score tests for exponential censored data," Statistics & Probability Letters, Elsevier, vol. 44(4), pages 365-373, October.
- Reinaldo Arellano-Valle & Silvia Ferrari & Francisco Cribari-Neto, 1999. "Bartlett and Bartlett-type corrections for testing linear restrictions," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 547-549.
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