On tests of independence between stochastic regressors and disturbances

DOI10.1080/03610928608829335zbMath0625.62040OpenAlexW2020395290MaRDI QIDQ3028105

U. L. Gouranga Rao, D. G. Kabe

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829335

zbMATH Keywords

disturbanceslikelihood ratio testsMANOVAmultivariate analysis of variancereduced form modeltests of independencemultiple correlation coefficientnormal covariance analysissimultaneous structural equationsstochastic endogenous variables

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• An Independence Test and Conditional Unbiased Predictions in the Context of Simultaneous Equation Systems
• Extensions of the General Linear Hypothesis Model
• Unnamed Item

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