Improved Test Statistics for Multivariate Regression
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References listed on IDEAS
- Peter C.B. Phillips, 1983. "Finite Sample Econometrics Using ERA's," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University.
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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.
- 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.
- 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.
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- Peter C.B. Phillips, 1985. "Fractional Matrix Calculus and the Distribution of Multivariate Tests," Cowles Foundation Discussion Papers 767, Cowles Foundation for Research in Economics, Yale University.
More about this item
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
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