Joint one-sided tests of linear regression coefficients

DOI10.1016/0304-4076(86)90020-5zbMath0619.62108OpenAlexW1967819287MaRDI QIDQ1089716

Maxwell L. King, Murray D. Smith

Publication date: 1986

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(86)90020-5

zbMATH Keywords

F-testpower envelopeEmpirical power comparisonsexact one-sided likelihood ratio testnew testone-sided t-testUMPI

Mathematics Subject Classification ID

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

Related Items (2)

Halfline tests for multivariate one-sided alternatives ⋮ Hypothesis testing with a restricted parameter space

Cites Work

• A joint test for serial correlation and heteroscedasticity
• A point optimal test for autoregressive disturbances
• Testing for autoregressive against moving average errors in the linear regression model
• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• A new test for fourth-order autoregressive disturbances
• Joint tests for zero restrictions on nonnegative regression coefficients
• Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters
• TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
• Tables of the Power of the F-Test
• A Note on Representations of the Doubly Non-Central t Distribution
• Series Representations of the Doubly Noncentral t-Distribution

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