Estimation and testing in a regression model with spherically symmetric errors

DOI10.1016/0165-1765(85)90142-9zbMath1273.62168OpenAlexW2161162840MaRDI QIDQ375048

Aman Ullah, Victoria Zinde-Walsh

Publication date: 24 October 2013

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

Full work available at URL: https://ir.lib.uwo.ca/economicsresrpt/623

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (5)

Bayes prediction in the linear model with spherically symmetric errors ⋮ On risk comparisons of some estimators in a linear regression model under inagaki’S loss function and nonnormal error terms ⋮ Estimation of the error variance after a preliminary-test of homogeneity in a regression model with spherically symmetric disturbances ⋮ ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS ⋮ Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances

Cites Work

• Unnamed Item
• On the Robustness of LM, LR, and W Tests in Regression Models

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