The robustness of point optimal testing for rosenberg random regression coefficients

DOI10.1080/07474939508800302zbMath0825.62489OpenAlexW2056985985MaRDI QIDQ4853087

Robert Darren Brooks

Publication date: 13 December 1995

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939508800302

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Related Items (1)

Using a sequence of point optimal tests to select a varying coefficient model

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• A Probability Distribution and Its Uses in Fitting Data
• An approximate method for generating asymmetric random variables
• Some Estimators for a Linear Model with Random Coefficients
• An approximate method for generating symmetric random variables

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