Simulation based finite and large sample tests in multivariate regressions
type: Item
instance of: scholarly article
title: Simulation based finite and large sample tests in multivariate regressions
zbMATH Open document ID: 1030.62048
DOI: 10.1016/S0304-4076(02)00108-2
author: Jean-Marie Dufour
author: Lynda Khalaf
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 1891725
zbMATH Keywords: Multivariate linear regression
zbMATH Keywords: Seemingly unrelated regressions
zbMATH Keywords: Uniform linear hypotheses
zbMATH Keywords: Monte Carlo tests
zbMATH Keywords: Bounds test
zbMATH Keywords: Nonlinear hypotheses
zbMATH Keywords: Finite sample tests
zbMATH Keywords: Exact tests
zbMATH Keywords: Bootstrap
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00108-2
OpenAlex ID: W2164736748
description: scientific article; zbMATH DE number 1891725