Search Results - subject:"Multivariate linear regression"

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions

Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2000

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to...

Persistent link: https://www.econbiz.de/10005100560

Simulation Based Finite and Large Sample Tests in Multivariate Regressions

Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2000

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test …

Persistent link: https://www.econbiz.de/10005100889

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

DUFOUR, Jean-Marie; KHALAF, Lynda - Département de Sciences Économiques, Université de … - 2000

Persistent link: https://www.econbiz.de/10005353294

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

DUFOUR, Jean-Marie; KHALAF, Lynda - Département de Sciences Économiques, Université de … - 2000

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test …

Persistent link: https://www.econbiz.de/10005353465

Asymptotic Normality of the Recursive M-estimators of the Scale Parameters

Miao, Baiqi; Wu, Yuehua; Liu, Donghai; Tong, Qian - In: Annals of the Institute of Statistical Mathematics 59 (2007) 2, pp. 367-384

Persistent link: https://www.econbiz.de/10005395661

Testing the significance of the successive components in redundancy analysis

Lazraq, Aziz; Cléroux, Robert - In: Psychometrika 67 (2002) 3, pp. 411-419

Persistent link: https://www.econbiz.de/10005603146