Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
Year of publication: |
2001
|
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Authors: | Dufour, Jean-Marie ; Khalaf, Lynda |
Institutions: | Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval |
Subject: | Multivariate Linear Regression | Seemingly Unrelated Regressions | Monte Carlo Test | Bounds Tests | Nonlinear Hypothesis | Finite-Sample Test | Exact Test | Bootstrap | Factor Demand | Cost Function |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C12 - Hypothesis Testing ; C33 - Models with Panel Data ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; O4 - Economic Growth and Aggregate Productivity ; O5 - Economywide Country Studies |
Source: |
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Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
Dufour, Jean-Marie, (2001)
-
Simulation Based Finite and Large Sample Tests in Multivariate Regressions
Dufour, Jean-Marie, (2000)
-
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
Dufour, Jean-Marie, (2000)
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Dufour, Jean-Marie, (2004)
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Saphores, Jean-Daniel, (2000)
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Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield
Bernard, Jean-Thomas, (2008)
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