An exact test for linear restrictions in seemingly unrelated regressions with the same regressors

DOI10.1016/0165-1765(90)90105-AzbMath1384.62228OpenAlexW2086063150MaRDI QIDQ1676683

Kazuhiro Ohtani, Noriko Hashimoto

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(90)90105-a

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (2)

Exact testing in multivariate regression ⋮ Simulation based finite and large sample tests in multivariate regressions

Cites Work

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• Another look at symmetry testing
• The Exact Distribution of the Wald Statistic
• Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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