Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

DOI10.1016/0304-4076(93)90073-EzbMath0775.62173OpenAlexW2006356971MaRDI QIDQ1801426

Kazuhiro Ohtani, Judith A. Giles

Publication date: 18 July 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90073-e

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Parametric inference under constraints (62F30)

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Cites Work

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