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One for All and All for One: Regression Checks With Many Regressors - MaRDI portal

One for All and All for One: Regression Checks With Many Regressors

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Publication:6666838

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DOI10.1198/JBES.2011.07152MaRDI QIDQ6666838

Pascal Lavergne, Valentin Patilea

Publication date: 20 January 2025

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Statistical methods; economic indices and measures (91B82)

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