TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
From MaRDI portal
Publication:4540607
DOI10.1081/STA-100002137zbMath1009.62556MaRDI QIDQ4540607
Neil H. Timm, Ali A. al-Subaihi
Publication date: 28 July 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Related Items (1)
Cites Work
- Unnamed Item
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- General definition and decomposition of projectors and some applications to statistical problems
- Nonlinear models, rescaling and test invariance
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- The significance of testing empirical non-nested models
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
- Testing Non-Nested Nonlinear Regression Models
- Extensions of the General Linear Hypothesis Model
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
This page was built for publication: TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS