We review tests of null hypotheses that consist of many subsidiary null hypotheses, including tests that have not received much attention in the econometrics literature. We study test performance in the context of specification testing for linear regressions based on a Monte Carlo study....

We derive a new matrix statistic for the Hausman test for endogeneity in cross-sectional Instrumental Variables estimation, that incorporates heteroskedasticity in a natural way and does not use a generalized inverse. A Monte Carlo study examines the performance of the statistic for different...

Extensive research has been conducted on the properties of quadratic forms in normal random variables, represented by the symbol Q here. However, analytical results on the square root of the quadratic form, √Q, are limited. The square root of the quadratic form is, for example, used in finance...