Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.
Year of publication: |
2000
|
---|---|
Authors: | Dufour, J.M. ; Khalaf, L. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | LINEAR MODEL | REGRESSION ANALYSIS | TESTS |
-
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.
Dufour, J.M., (2000)
-
Dufour, J.M., (2000)
-
Dolado, Juan J., (1996)
- More ...
-
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.
Dufour, J.M., (2001)
-
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.
Dufour, J.M., (2000)
-
Generalized Predictive Tests and Structural Change Analysis in Econometrics.
Dufour, J.M., (1992)
- More ...