Hypothesis testing in linear regression when \(k/n\) is large

DOI10.1016/j.jeconom.2011.07.003zbMath1441.62624OpenAlexW2096660345MaRDI QIDQ738075

Gray Calhoun

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.07.003

zbMATH Keywords

ordinary least squares\(F\)-testdimension asymptotics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

Testing many restrictions under heteroskedasticity ⋮ Residual bootstrap tests in linear models with many regressors

Uses Software

• R

Cites Work

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• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Asymptotics for Analysis of Variance When the Number of Levels is Large
• GMM with Many Moment Conditions
• Consistent Estimation with a Large Number of Weak Instruments
• Heteroscedastic One-Way ANOVA and Lack-of-Fit Tests
• Multivariate Statistics

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